+5,584.5%
STRL vs INVH
+75.4%
+5,509.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.5% | +5.4% |
| 7D | +5.0% | -3.0% | +8.0% | +6.6% |
| 30D | -6.9% | -7.5% | +0.6% | -3.6% |
| 3M | -39.1% | -5.5% | -33.5% | -38.0% |
| 6M | +21.5% | +11.7% | +9.8% | +13.0% |
| YTD | +66.9% | +1.3% | +65.5% | +61.9% |
| 1Y | +61.6% | -6.1% | +67.7% | +62.7% |
| 3Y | +560.0% | -9.8% | +569.8% | +570.8% |
| 5Y | +2,238.9% | -19.7% | +2,258.5% | +2,384.4% |
| All | +5,584.5% | +75.4% | +5,509.2% | +4,154.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling