-25.9%
STRL vs INVH
+1.1%
-26.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.6% | -25.1% | -19.2% |
| 7D | -27.1% | +3.1% | -30.1% | -25.1% |
| 30D | -45.8% | +5.8% | -51.6% | -43.8% |
| 3M | -47.6% | -8.5% | -39.1% | -48.4% |
| 6M | -46.4% | -1.3% | -45.1% | -46.6% |
| YTD | -7.4% | +2.6% | -10.0% | -6.9% |
| 1Y | -25.9% | +0.7% | -26.6% | -21.6% |
| All | -25.9% | +1.1% | -26.9% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling