+197.1%
ABT vs SPXS
-99.6%
+296.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.1% | -2.0% |
| 7D | -5.9% | +2.5% | -8.4% | -5.3% |
| 30D | -8.1% | +4.2% | -12.3% | -7.1% |
| 3M | +14.5% | -9.3% | +23.8% | +12.0% |
| 6M | -6.3% | -30.7% | +24.4% | -13.8% |
| YTD | -17.1% | -28.1% | +10.9% | -22.8% |
| 1Y | -21.4% | -35.1% | +13.7% | -28.4% |
| 3Y | +5.9% | -79.6% | +85.5% | -25.4% |
| 5Y | -12.8% | -86.3% | +73.5% | -38.1% |
| All | +197.1% | -99.6% | +296.7% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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