+17.7%
STM vs INVH
-9.6%
+27.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.7% |
| 7D | -1.1% | -3.1% | +2.1% | +0.2% |
| 30D | -7.8% | -7.5% | -0.3% | -5.2% |
| 3M | -28.2% | -6.3% | -21.9% | -27.0% |
| 6M | +52.0% | +9.4% | +42.5% | +41.6% |
| YTD | +96.4% | +1.4% | +95.0% | +90.1% |
| 1Y | +98.8% | -4.1% | +102.9% | +98.1% |
| All | +17.7% | -9.6% | +27.3% | +24.4% |
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