+59.2%
ALB vs SPXS
-36.2%
+95.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -4.6% |
| 7D | -6.6% | +2.5% | -9.1% | -5.5% |
| 30D | -8.1% | +4.2% | -12.3% | -6.2% |
| 3M | -25.7% | -9.3% | -16.4% | -28.7% |
| 6M | -29.5% | -30.7% | +1.2% | -39.4% |
| YTD | -16.2% | -28.1% | +11.8% | -25.3% |
| 1Y | +59.2% | -35.1% | +94.3% | +38.0% |
| All | +59.2% | -36.2% | +95.4% | +38.0% |
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