+315.6%
STM vs INVH
+79.7%
+235.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +5.2% | -3.1% | +8.3% | +7.0% |
| 30D | -7.4% | -7.1% | -0.3% | -3.7% |
| 3M | -30.6% | -3.0% | -27.7% | -30.3% |
| 6M | +66.4% | +10.1% | +56.3% | +54.8% |
| YTD | +101.1% | +3.8% | +97.3% | +93.0% |
| 1Y | +97.4% | -2.1% | +99.5% | +95.1% |
| 3Y | +21.1% | -7.0% | +28.2% | +22.5% |
| 5Y | +22.5% | -20.6% | +43.0% | +34.2% |
| All | +315.6% | +79.7% | +235.9% | +208.6% |
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