+80.2%
ALB vs SPXS
-99.5%
+179.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -2.2% |
| 7D | -7.6% | +6.4% | -14.0% | -4.9% |
| 30D | -5.6% | +6.0% | -11.6% | -2.9% |
| 3M | -16.8% | -11.6% | -5.2% | -20.7% |
| 6M | -26.3% | -28.7% | +2.4% | -35.4% |
| YTD | -13.2% | -26.3% | +13.0% | -21.9% |
| 1Y | +68.8% | -34.9% | +103.7% | +45.7% |
| 3Y | -30.7% | -79.5% | +48.8% | -57.5% |
| 5Y | -46.3% | -85.9% | +39.7% | -64.9% |
| All | +80.2% | -99.5% | +179.8% | -54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling