+2,617.4%
STX vs INVH
+75.4%
+2,542.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.7% | -3.7% |
| 7D | -2.3% | -3.0% | +0.7% | -1.2% |
| 30D | -5.5% | -7.5% | +2.1% | -3.0% |
| 3M | -4.3% | -5.5% | +1.2% | -3.3% |
| 6M | +115.6% | +11.7% | +103.9% | +103.0% |
| YTD | +202.2% | +1.3% | +200.9% | +194.7% |
| 1Y | +325.3% | -6.1% | +331.4% | +326.2% |
| 3Y | +1,283.9% | -9.8% | +1,293.7% | +1,291.9% |
| 5Y | +1,048.3% | -19.7% | +1,068.0% | +1,097.2% |
| All | +2,617.4% | +75.4% | +2,542.1% | +2,050.8% |
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 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