-51.2%
SWKS vs INVH
-19.3%
-31.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.2% |
| 7D | +11.8% | -3.1% | +14.9% | +13.7% |
| 30D | +6.7% | -7.1% | +13.8% | +11.1% |
| 3M | 0.0% | -3.0% | +3.0% | +1.0% |
| 6M | +38.7% | +10.1% | +28.6% | +29.6% |
| YTD | +21.4% | +3.8% | +17.5% | +17.5% |
| 1Y | +2.9% | -2.1% | +5.0% | +2.9% |
| 3Y | -16.4% | -7.0% | -9.4% | -14.8% |
| 5Y | -51.2% | -20.6% | -30.6% | -46.0% |
| All | -51.2% | -19.3% | -31.8% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling