-29.6%
SPXS vs ABCL
+208.9%
-238.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.1% |
| 7D | -0.1% | +0.7% | -0.8% | 0.0% |
| 30D | +0.8% | +93.1% | -92.2% | +14.3% |
| 3M | -4.7% | +79.4% | -84.2% | +8.4% |
| 6M | -29.6% | +214.9% | -244.5% | +11.7% |
| All | -29.6% | +208.9% | -238.6% | +11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling