+170.1%
SYF vs INVH
+79.4%
+90.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -1.3% | -2.3% | +1.0% | +0.2% |
| 30D | -1.1% | -5.7% | +4.6% | +2.8% |
| 3M | +7.4% | -4.5% | +11.9% | +10.5% |
| 6M | +16.2% | +11.0% | +5.3% | +7.4% |
| YTD | -6.1% | +3.7% | -9.8% | -9.6% |
| 1Y | +3.4% | -2.8% | +6.2% | +3.8% |
| 3Y | +162.9% | -7.1% | +170.0% | +167.0% |
| 5Y | +85.6% | -19.4% | +105.0% | +103.7% |
| All | +170.1% | +79.4% | +90.7% | +80.8% |
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