+312.2%
STM vs INVH
+79.4%
+232.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +1.7% | -2.3% | +3.9% | +2.9% |
| 30D | -5.2% | -5.7% | +0.6% | -2.3% |
| 3M | -29.6% | -4.5% | -25.1% | -28.6% |
| 6M | +54.4% | +11.0% | +43.4% | +43.0% |
| YTD | +99.5% | +3.7% | +95.8% | +91.6% |
| 1Y | +100.8% | -2.8% | +103.6% | +99.4% |
| 3Y | +20.2% | -7.1% | +27.3% | +21.6% |
| 5Y | +21.1% | -19.4% | +40.6% | +31.7% |
| All | +312.2% | +79.4% | +232.8% | +206.3% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling