+3,152.4%
STRL vs INVH
+72.9%
+3,079.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.8% | -3.4% |
| 7D | +15.7% | -0.9% | +16.6% | +16.1% |
| 30D | -35.5% | +1.2% | -36.6% | -36.4% |
| 3M | -47.1% | -10.4% | -36.8% | -45.0% |
| 6M | -65.8% | -3.6% | -62.2% | -66.0% |
| YTD | -4.5% | -0.1% | -4.4% | -7.6% |
| 1Y | -10.5% | -0.7% | -9.8% | -13.3% |
| 3Y | +340.6% | -4.6% | +345.2% | +330.2% |
| 5Y | +911.0% | -21.7% | +932.7% | +980.5% |
| All | +3,152.4% | +72.9% | +3,079.5% | +2,327.4% |
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 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