+231.1%
STT vs INVH
+79.4%
+151.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +1.0% | -2.3% | +3.3% | +2.1% |
| 30D | +2.8% | -5.7% | +8.5% | +5.7% |
| 3M | +18.1% | -4.5% | +22.6% | +20.3% |
| 6M | +59.2% | +11.0% | +48.3% | +49.8% |
| YTD | +51.5% | +3.7% | +47.8% | +46.8% |
| 1Y | +75.7% | -2.8% | +78.5% | +75.7% |
| 3Y | +200.8% | -7.1% | +207.9% | +203.2% |
| 5Y | +155.8% | -19.4% | +175.2% | +174.6% |
| All | +231.1% | +79.4% | +151.6% | +163.5% |
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 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