-61.7%
ALXO vs SPY
+75.5%
-137.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.9% |
| 7D | -6.4% | -2.0% | -4.4% | -4.3% |
| 30D | -1.6% | -1.7% | +0.1% | +0.3% |
| 3M | +30.1% | +4.7% | +25.4% | +23.0% |
| 6M | -6.9% | +12.5% | -19.4% | -18.7% |
| YTD | +68.1% | +11.7% | +56.4% | +47.0% |
| 1Y | +62.4% | +17.5% | +44.9% | +34.7% |
| All | -61.7% | +75.5% | -137.2% | -82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling