+272.3%
ALAB vs SPXS
-69.6%
+341.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.9% | +10.7% | +3.0% |
| 7D | +3.4% | +1.5% | +2.0% | +9.0% |
| 30D | -28.8% | +6.3% | -35.1% | -20.1% |
| 3M | -26.0% | +4.2% | -30.2% | -17.1% |
| 6M | +11.4% | -7.9% | +19.3% | +19.0% |
| YTD | +38.8% | -27.5% | +66.3% | +27.0% |
| 1Y | +37.8% | -27.0% | +64.8% | +29.1% |
| All | +272.3% | -69.6% | +341.8% | +130.8% |
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 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