-63.1%
STLA vs INVH
-21.2%
-41.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.9% |
| 7D | -3.8% | -3.1% | -0.7% | -2.3% |
| 30D | -3.1% | -7.5% | +4.4% | +0.5% |
| 3M | -19.6% | -6.3% | -13.3% | -17.4% |
| 6M | -23.5% | +9.4% | -32.9% | -27.5% |
| YTD | -51.5% | +1.4% | -52.9% | -52.3% |
| 1Y | -39.7% | -4.1% | -35.6% | -39.1% |
| 3Y | -66.3% | -9.2% | -57.1% | -65.5% |
| 5Y | -63.1% | -19.6% | -43.5% | -59.5% |
| All | -63.1% | -21.2% | -41.9% | -59.5% |
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