+293.5%
STLD vs INVH
-20.4%
+313.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.8% | -2.3% | -0.5% | -1.9% |
| 30D | -10.4% | -5.7% | -4.7% | -8.4% |
| 3M | -10.6% | -4.5% | -6.1% | -9.2% |
| 6M | +32.7% | +11.0% | +21.7% | +26.2% |
| YTD | +42.8% | +3.7% | +39.1% | +39.5% |
| 1Y | +86.9% | -2.8% | +89.8% | +87.4% |
| 3Y | +143.8% | -7.1% | +151.0% | +144.6% |
| 5Y | +293.5% | -19.4% | +312.9% | +309.1% |
| All | +293.5% | -20.4% | +313.9% | +309.1% |
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