-66.4%
STLA vs INVH
-9.7%
-56.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.3% |
| 7D | -2.9% | -3.0% | +0.1% | -1.6% |
| 30D | +0.9% | -7.5% | +8.5% | +4.4% |
| 3M | -21.6% | -5.5% | -16.1% | -19.9% |
| 6M | -21.6% | +11.7% | -33.3% | -26.3% |
| YTD | -50.4% | +1.3% | -51.7% | -51.3% |
| 1Y | -43.6% | -6.1% | -37.5% | -42.5% |
| 3Y | -66.4% | -9.8% | -56.6% | -65.8% |
| All | -66.4% | -9.7% | -56.7% | -65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling