-28.7%
SPXS vs INVH
+9.3%
-38.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +1.7% |
| 7D | +6.4% | -3.1% | +9.5% | +6.1% |
| 30D | +6.0% | -7.5% | +13.5% | +5.3% |
| 3M | -11.6% | -6.3% | -5.3% | -12.1% |
| 6M | -28.7% | +9.4% | -38.2% | -19.4% |
| All | -28.7% | +9.3% | -38.0% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling