+5,311.5%
STRL vs INVH
+80.8%
+5,230.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.9% |
| 7D | +3.4% | -2.9% | +6.3% | +4.8% |
| 30D | -9.2% | -6.9% | -2.3% | -6.3% |
| 3M | -51.0% | -2.7% | -48.3% | -51.0% |
| 6M | +15.8% | +8.2% | +7.6% | +9.5% |
| YTD | +58.9% | +4.5% | +54.4% | +51.9% |
| 1Y | +68.5% | -2.3% | +70.8% | +66.5% |
| 3Y | +485.2% | -7.3% | +492.5% | +487.3% |
| 5Y | +2,005.1% | -20.5% | +2,025.6% | +2,155.4% |
| All | +5,311.5% | +80.8% | +5,230.7% | +3,892.1% |
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