+400.4%
ALAB vs SPXS
-70.5%
+470.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.3% | +8.5% | +10.9% |
| 7D | +7.2% | -0.1% | +7.3% | +7.2% |
| 30D | -2.5% | +0.8% | -3.3% | -1.5% |
| 3M | -13.3% | -4.7% | -8.6% | -11.8% |
| 6M | +172.8% | -29.6% | +202.5% | +121.5% |
| YTD | +86.6% | -29.8% | +116.4% | +54.1% |
| 1Y | +65.2% | -38.9% | +104.1% | +26.4% |
| All | +400.4% | -70.5% | +470.9% | +180.1% |
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