+730.0%
STLD vs INVH
+72.9%
+657.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.6% |
| 7D | +2.9% | -0.9% | +3.9% | +3.3% |
| 30D | -5.6% | +1.2% | -6.7% | -6.3% |
| 3M | -11.7% | -10.4% | -1.3% | -7.6% |
| 6M | -2.8% | -3.6% | +0.8% | -1.9% |
| YTD | +36.4% | -0.1% | +36.5% | +34.8% |
| 1Y | +50.0% | -0.7% | +50.7% | +48.4% |
| 3Y | +122.3% | -4.6% | +126.9% | +119.7% |
| 5Y | +273.2% | -21.7% | +294.9% | +301.2% |
| All | +730.0% | +72.9% | +657.1% | +586.2% |
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 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