+773.5%
STLD vs INVH
+80.8%
+692.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +3.1% | -2.9% | +6.1% | +4.5% |
| 30D | -9.0% | -6.9% | -2.1% | -6.1% |
| 3M | -12.4% | -2.7% | -9.7% | -11.6% |
| 6M | +25.5% | +8.2% | +17.3% | +20.2% |
| YTD | +43.6% | +4.5% | +39.2% | +39.4% |
| 1Y | +87.2% | -2.3% | +89.5% | +87.0% |
| 3Y | +135.2% | -7.3% | +142.5% | +136.6% |
| 5Y | +290.9% | -20.5% | +311.4% | +318.4% |
| All | +773.5% | +80.8% | +692.8% | +610.0% |
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