+61.5%
ALB vs SPXS
-40.2%
+101.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -3.8% |
| 7D | -8.1% | -0.1% | -8.0% | -8.1% |
| 30D | +6.3% | +0.8% | +5.4% | +6.8% |
| 3M | -23.6% | -4.7% | -18.9% | -24.2% |
| 6M | -24.6% | -29.6% | +5.0% | -34.1% |
| YTD | -10.3% | -29.8% | +19.5% | -20.8% |
| 1Y | +61.5% | -38.9% | +100.4% | +40.6% |
| All | +61.5% | -40.2% | +101.7% | +40.6% |
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 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