+22.5%
SWK vs INVH
+74.5%
-52.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.7% |
| 7D | +11.0% | +2.0% | +9.0% | +9.8% |
| 30D | +30.1% | +4.8% | +25.3% | +26.4% |
| 3M | +14.7% | -9.8% | +24.4% | +22.6% |
| 6M | +44.5% | -3.7% | +48.2% | +47.7% |
| YTD | +59.4% | +0.8% | +58.5% | +57.3% |
| 1Y | +77.5% | +1.9% | +75.6% | +73.8% |
| 3Y | +49.5% | -4.3% | +53.8% | +50.1% |
| 5Y | -24.9% | -21.1% | -3.8% | -15.8% |
| All | +22.5% | +74.5% | -52.0% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INVH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling