-14.3%
STZ vs INVH
-2.1%
-12.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -6.0% | -2.3% | -3.7% | -5.2% |
| 30D | -8.9% | -5.7% | -3.2% | -6.7% |
| 3M | -12.6% | -4.5% | -8.1% | -10.8% |
| 6M | -17.2% | +11.0% | -28.2% | -18.6% |
| YTD | -10.0% | +3.7% | -13.7% | -10.3% |
| 1Y | -14.3% | -2.8% | -11.5% | -13.1% |
| All | -14.3% | -2.1% | -12.2% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling