+2.9%
SWKS vs INVH
+79.4%
-76.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | +6.8% | -2.3% | +9.1% | +8.2% |
| 30D | +11.3% | -5.7% | +17.0% | +15.0% |
| 3M | +4.1% | -4.5% | +8.5% | +6.1% |
| 6M | +39.7% | +11.0% | +28.7% | +29.9% |
| YTD | +23.2% | +3.7% | +19.5% | +19.4% |
| 1Y | +5.3% | -2.8% | +8.1% | +5.7% |
| 3Y | -15.1% | -7.1% | -8.0% | -13.4% |
| 5Y | -50.3% | -19.4% | -30.9% | -45.8% |
| All | +2.9% | +79.4% | -76.6% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling