-32.8%
STZ vs INVH
-20.4%
-12.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.9% | -2.9% | +1.0% | -0.8% |
| 30D | -1.9% | -6.9% | +5.0% | +0.8% |
| 3M | -6.2% | -2.7% | -3.5% | -5.2% |
| 6M | -14.0% | +8.2% | -22.2% | -16.4% |
| YTD | -5.1% | +4.5% | -9.6% | -6.7% |
| 1Y | -9.6% | -2.3% | -7.2% | -9.0% |
| 3Y | -47.2% | -7.3% | -40.0% | -46.5% |
| All | -32.8% | -20.4% | -12.3% | -28.9% |
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