+539.5%
STRL vs INVH
-7.6%
+547.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +8.2% | -2.3% | +10.5% | +8.9% |
| 30D | -6.3% | -5.7% | -0.6% | -5.0% |
| 3M | -41.2% | -4.5% | -36.7% | -40.9% |
| 6M | +20.4% | +11.0% | +9.4% | +13.4% |
| YTD | +61.7% | +3.7% | +58.0% | +56.3% |
| 1Y | +72.7% | -2.8% | +75.6% | +72.9% |
| All | +539.5% | -7.6% | +547.1% | +552.8% |
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