+122.3%
STLD vs INVH
-4.3%
+126.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.4% |
| 7D | +2.9% | -0.9% | +3.9% | +3.2% |
| 30D | -5.6% | +1.2% | -6.7% | -6.0% |
| 3M | -11.7% | -10.4% | -1.3% | -9.1% |
| 6M | -2.8% | -3.6% | +0.8% | -2.3% |
| YTD | +36.4% | -0.1% | +36.5% | +35.2% |
| 1Y | +50.0% | -0.7% | +50.7% | +48.8% |
| 3Y | +122.3% | -4.6% | +126.9% | +115.7% |
| All | +122.3% | -4.3% | +126.6% | +115.7% |
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