+365.7%
ALAB vs SPXS
-70.1%
+435.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.6% | -8.6% | -5.4% |
| 7D | +3.2% | -1.5% | +4.7% | +1.8% |
| 30D | -13.6% | +3.7% | -17.2% | -10.2% |
| 3M | -16.6% | -9.6% | -7.0% | -19.5% |
| 6M | +142.3% | -32.4% | +174.7% | +90.6% |
| YTD | +73.6% | -28.7% | +102.3% | +45.7% |
| 1Y | +33.7% | -38.1% | +71.8% | +3.7% |
| All | +365.7% | -70.1% | +435.7% | +164.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling