-93.2%
SPXS vs ABCL
-81.2%
-11.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.7% |
| 7D | -1.5% | +1.4% | -3.0% | -1.2% |
| 30D | +3.7% | +65.1% | -61.4% | +17.4% |
| 3M | -9.6% | +111.1% | -120.7% | +9.9% |
| 6M | -32.4% | +231.6% | -264.0% | -6.3% |
| YTD | -28.7% | +234.5% | -263.2% | +0.8% |
| 1Y | -38.1% | +174.3% | -212.4% | -14.4% |
| 3Y | -80.1% | +111.5% | -191.6% | -70.2% |
| 5Y | -85.9% | -37.3% | -48.6% | -80.2% |
| All | -93.2% | -81.2% | -11.9% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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