+14.8%
STZ vs INVH
+74.4%
-59.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +5.3% | +1.8% | +3.5% | +4.6% |
| 30D | +19.6% | +1.1% | +18.5% | +19.2% |
| 3M | +10.0% | -8.3% | +18.3% | +14.2% |
| 6M | -0.3% | -3.7% | +3.4% | +1.4% |
| YTD | +8.6% | +0.8% | +7.8% | +8.0% |
| 1Y | +16.6% | +1.0% | +15.6% | +15.7% |
| 3Y | -34.8% | -4.3% | -30.5% | -34.6% |
| 5Y | -27.8% | -21.0% | -6.9% | -23.0% |
| All | +14.8% | +74.4% | -59.7% | -9.7% |
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