-26.2%
SPXS vs ALC
-11.3%
-14.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +0.8% |
| 7D | -9.5% | -6.2% | -3.3% | -11.0% |
| 30D | +7.4% | +14.0% | -6.6% | +11.2% |
| 3M | +6.1% | -2.4% | +8.5% | +4.9% |
| 6M | -7.3% | +12.6% | -19.9% | -3.3% |
| YTD | -26.7% | -8.4% | -18.3% | -29.8% |
| 1Y | -26.2% | -9.1% | -17.0% | -29.5% |
| All | -26.2% | -11.3% | -14.9% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling