+976.0%
SPXL vs INVH
+75.5%
+900.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | +0.8% |
| 7D | -6.0% | -3.1% | -2.9% | -2.3% |
| 30D | -5.8% | -7.5% | +1.7% | +3.2% |
| 3M | +10.9% | -6.3% | +17.1% | +18.1% |
| 6M | +31.9% | +9.4% | +22.5% | +14.7% |
| YTD | +25.8% | +1.4% | +24.3% | +18.3% |
| 1Y | +39.8% | -4.1% | +43.9% | +39.4% |
| 3Y | +219.9% | -9.2% | +229.0% | +234.3% |
| 5Y | +141.1% | -19.6% | +160.7% | +210.4% |
| All | +976.0% | +75.5% | +900.5% | +607.8% |
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 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