-79.8%
SPXS vs ALC
+3.6%
-83.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +0.2% |
| 7D | +0.4% | +2.3% | -1.9% | +2.2% |
| 30D | +10.8% | +15.5% | -4.7% | +21.3% |
| 3M | +9.6% | +0.6% | +9.1% | +9.9% |
| 6M | -4.7% | +18.4% | -23.1% | +7.0% |
| YTD | -24.6% | -5.6% | -19.0% | -27.1% |
| 1Y | -24.6% | 0.0% | -24.6% | -23.3% |
| 3Y | -79.8% | +2.8% | -82.6% | -78.2% |
| All | -79.8% | +3.6% | -83.3% | -78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling