-45.1%
ALB vs SPXS
-85.7%
+40.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.3% | -2.1% |
| 7D | -8.6% | +1.2% | -9.8% | -8.0% |
| 30D | -4.0% | +5.2% | -9.2% | -1.4% |
| 3M | -17.4% | -9.2% | -8.2% | -20.6% |
| 6M | -25.4% | -29.6% | +4.2% | -36.3% |
| YTD | -10.5% | -27.6% | +17.1% | -21.5% |
| 1Y | +75.8% | -36.7% | +112.6% | +46.1% |
| 3Y | -28.5% | -79.8% | +51.3% | -60.0% |
| 5Y | -45.1% | -85.9% | +40.8% | -65.9% |
| All | -45.1% | -85.7% | +40.6% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling