+236.1%
ALNY vs SPXS
-99.6%
+335.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | -0.2% |
| 7D | -6.5% | +2.5% | -9.0% | -5.8% |
| 30D | +11.0% | +4.2% | +6.8% | +12.6% |
| 3M | -14.1% | -9.3% | -4.8% | -16.5% |
| 6M | -22.4% | -30.7% | +8.3% | -29.9% |
| YTD | -37.5% | -28.1% | -9.4% | -42.6% |
| 1Y | -46.9% | -35.1% | -11.9% | -52.5% |
| 3Y | +22.1% | -79.6% | +101.6% | -16.4% |
| 5Y | +31.2% | -86.3% | +117.5% | -8.9% |
| All | +236.1% | -99.6% | +335.7% | -29.2% |
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