+21.0%
SWKS vs INVH
+71.6%
-50.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.2% |
| 7D | +10.9% | -3.3% | +14.2% | +12.9% |
| 30D | +17.6% | +0.2% | +17.4% | +17.1% |
| 3M | +29.2% | -9.5% | +38.7% | +35.9% |
| 6M | +37.0% | -4.3% | +41.3% | +38.4% |
| YTD | +44.9% | -0.8% | +45.8% | +43.2% |
| 1Y | +33.8% | -3.6% | +37.4% | +34.3% |
| 3Y | +10.2% | -5.8% | +16.0% | +10.9% |
| 5Y | -37.0% | -22.3% | -14.7% | -30.1% |
| All | +21.0% | +71.6% | -50.6% | -8.2% |
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 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