-93.3%
ALXO vs SPY
+158.4%
-251.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | +0.2% |
| 7D | +1.0% | +0.5% | +0.5% | +0.3% |
| 30D | -4.8% | -0.9% | -3.8% | -3.7% |
| 3M | +27.4% | +3.9% | +23.5% | +21.1% |
| 6M | -9.5% | +14.5% | -24.0% | -23.9% |
| YTD | +77.0% | +12.9% | +64.1% | +50.6% |
| 1Y | +80.2% | +19.4% | +60.8% | +43.7% |
| 3Y | -59.3% | +78.5% | -137.8% | -80.4% |
| 5Y | -97.3% | +81.8% | -179.0% | -98.7% |
| All | -93.3% | +158.4% | -251.7% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling