+755.6%
STLD vs INVH
+75.5%
+680.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.5% |
| 7D | -3.6% | -3.1% | -0.5% | -2.2% |
| 30D | -10.1% | -7.5% | -2.6% | -7.0% |
| 3M | -11.4% | -6.3% | -5.2% | -9.1% |
| 6M | +30.8% | +9.4% | +21.4% | +24.5% |
| YTD | +40.7% | +1.4% | +39.3% | +38.4% |
| 1Y | +80.8% | -4.1% | +84.9% | +82.1% |
| 3Y | +140.2% | -9.2% | +149.3% | +143.8% |
| 5Y | +288.5% | -19.6% | +308.1% | +313.1% |
| All | +755.6% | +75.5% | +680.1% | +604.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling