+153.8%
STT vs INVH
-20.1%
+173.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.7% |
| 7D | -1.4% | -3.1% | +1.8% | +0.1% |
| 30D | +2.2% | -7.5% | +9.7% | +5.7% |
| 3M | +18.8% | -6.3% | +25.1% | +21.8% |
| 6M | +57.9% | +9.4% | +48.5% | +49.8% |
| YTD | +51.0% | +1.4% | +49.6% | +48.1% |
| 1Y | +77.1% | -4.1% | +81.2% | +78.4% |
| 3Y | +199.8% | -9.2% | +209.0% | +205.3% |
| All | +153.8% | -20.1% | +173.9% | +174.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling