+24.5%
ALAB vs SPXS
-30.2%
+54.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.9% | +0.5% | -10.8% |
| 7D | -24.9% | +2.2% | -27.0% | -22.1% |
| 30D | -38.4% | +3.8% | -42.1% | -33.6% |
| 3M | -38.3% | +3.3% | -41.6% | -32.6% |
| 6M | +10.9% | -16.7% | +27.6% | +2.2% |
| YTD | +34.2% | -28.5% | +62.8% | +10.8% |
| 1Y | +24.5% | -30.4% | +55.0% | +2.8% |
| All | +24.5% | -30.2% | +54.7% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling