-80.1%
SPXS vs ALC
-15.5%
-64.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +0.3% |
| 7D | -1.5% | -3.7% | +2.1% | -3.9% |
| 30D | +3.7% | -3.7% | +7.4% | +1.2% |
| 3M | -9.6% | +4.6% | -14.1% | -6.3% |
| 6M | -32.4% | -14.6% | -17.8% | -39.5% |
| YTD | -28.7% | -11.9% | -16.8% | -34.1% |
| 1Y | -38.1% | -13.1% | -24.9% | -43.1% |
| 3Y | -80.1% | -15.0% | -65.1% | -81.1% |
| All | -80.1% | -15.5% | -64.6% | -81.1% |
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