+765.4%
STLD vs INVH
+75.4%
+690.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -0.9% | -3.0% | +2.1% | +0.5% |
| 30D | -8.9% | -7.5% | -1.4% | -5.7% |
| 3M | -14.0% | -5.5% | -8.5% | -12.0% |
| 6M | +30.8% | +11.7% | +19.1% | +23.4% |
| YTD | +42.3% | +1.3% | +40.9% | +40.1% |
| 1Y | +81.1% | -6.1% | +87.2% | +84.3% |
| 3Y | +149.2% | -9.8% | +159.0% | +153.8% |
| 5Y | +292.9% | -19.7% | +312.6% | +318.0% |
| All | +765.4% | +75.4% | +690.0% | +613.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling