+518.8%
ABT vs SPXS
-100.0%
+618.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.1% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +2.5% | +0.8% | +1.7% | +2.7% |
| 3M | +20.2% | -4.7% | +24.9% | +19.2% |
| 6M | -2.9% | -29.6% | +26.7% | -9.6% |
| YTD | -11.9% | -29.8% | +17.9% | -17.9% |
| 1Y | -16.5% | -38.9% | +22.4% | -24.4% |
| 3Y | +12.1% | -79.6% | +91.7% | -17.5% |
| 5Y | -7.4% | -85.9% | +78.5% | -30.8% |
| 10Y | +210.7% | -99.5% | +310.2% | +36.0% |
| All | +518.8% | -100.0% | +618.8% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling