+74.4%
SYF vs INVH
-20.2%
+94.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -4.9% | -3.0% | -1.9% | -3.4% |
| 30D | -4.3% | -7.5% | +3.2% | -0.5% |
| 3M | +5.5% | -5.5% | +11.0% | +8.5% |
| 6M | +17.5% | +11.7% | +5.8% | +10.3% |
| YTD | -7.8% | +1.3% | -9.1% | -9.1% |
| 1Y | +1.6% | -6.1% | +7.7% | +4.2% |
| 3Y | +154.8% | -9.8% | +164.6% | +164.0% |
| All | +74.4% | -20.2% | +94.6% | +88.7% |
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