-93.5%
ALXO vs SPY
+157.8%
-251.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +1.0% |
| 7D | -3.5% | -0.8% | -2.7% | -2.5% |
| 30D | -3.5% | -1.1% | -2.4% | -2.2% |
| 3M | +27.6% | +3.9% | +23.8% | +21.2% |
| 6M | -9.8% | +13.6% | -23.4% | -23.3% |
| YTD | +71.7% | +12.7% | +59.0% | +46.5% |
| 1Y | +64.4% | +17.5% | +46.9% | +33.8% |
| 3Y | -60.9% | +76.9% | -137.8% | -81.0% |
| 5Y | -97.5% | +83.6% | -181.1% | -98.8% |
| All | -93.5% | +157.8% | -251.4% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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