-79.2%
SPXS vs ABCL
+156.0%
-235.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.7% | -7.6% | +0.6% |
| 7D | +7.5% | -3.2% | +10.7% | +7.3% |
| 30D | +17.5% | -7.4% | +24.9% | +16.9% |
| 3M | +14.7% | +81.9% | -67.3% | +34.1% |
| 6M | -0.1% | +135.7% | -135.8% | +27.8% |
| YTD | -19.7% | +247.4% | -267.1% | +16.5% |
| 1Y | -23.6% | +162.3% | -185.9% | +4.7% |
| 3Y | -79.2% | +165.5% | -244.7% | -65.5% |
| All | -79.2% | +156.0% | -235.2% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling