+1,002.1%
SPXL vs INVH
+75.4%
+926.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -2.5% | -3.0% | +0.5% | +1.1% |
| 30D | -4.2% | -7.5% | +3.3% | +4.9% |
| 3M | +8.1% | -5.5% | +13.6% | +14.1% |
| 6M | +35.6% | +11.7% | +23.9% | +15.0% |
| YTD | +28.8% | +1.3% | +27.5% | +21.2% |
| 1Y | +39.8% | -6.1% | +45.9% | +43.3% |
| 3Y | +221.4% | -9.8% | +231.1% | +238.7% |
| 5Y | +146.9% | -19.7% | +166.6% | +218.2% |
| All | +1,002.1% | +75.4% | +926.7% | +625.6% |
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