-7.9%
STLA vs INVH
+79.7%
-87.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.7% |
| 7D | +0.7% | -3.1% | +3.9% | +2.4% |
| 30D | -2.4% | -7.1% | +4.7% | +1.3% |
| 3M | -23.9% | -3.0% | -20.9% | -23.0% |
| 6M | -24.6% | +10.1% | -34.7% | -28.8% |
| YTD | -50.5% | +3.8% | -54.3% | -51.9% |
| 1Y | -39.8% | -2.1% | -37.7% | -39.9% |
| 3Y | -65.6% | -7.0% | -58.6% | -65.2% |
| 5Y | -62.1% | -20.6% | -41.5% | -58.8% |
| All | -7.9% | +79.7% | -87.6% | -30.5% |
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 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