+545.0%
ALB vs SPXS
-100.0%
+645.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -0.8% |
| 7D | -5.8% | -7.5% | +1.8% | -9.0% |
| 30D | -4.5% | +5.3% | -9.9% | -1.6% |
| 3M | -28.1% | +9.7% | -37.8% | -24.2% |
| 6M | -53.2% | -4.6% | -48.6% | -53.1% |
| YTD | -33.3% | -25.8% | -7.5% | -39.4% |
| 1Y | -17.4% | -28.8% | +11.3% | -26.0% |
| 3Y | -14.1% | -80.2% | +66.0% | -49.0% |
| 5Y | -64.0% | -83.2% | +19.2% | -74.8% |
| 10Y | +32.8% | -99.5% | +132.3% | -69.1% |
| All | +545.0% | -100.0% | +645.0% | -74.4% |
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 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