-83.3%
SPXS vs ALC
-9.1%
-74.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | -0.2% |
| 7D | +0.4% | +2.3% | -1.9% | +3.0% |
| 30D | +10.8% | +15.5% | -4.7% | +27.2% |
| 3M | +9.6% | +0.6% | +9.1% | +10.1% |
| 6M | -4.7% | +18.4% | -23.1% | +12.8% |
| YTD | -24.6% | -5.6% | -19.0% | -28.5% |
| 1Y | -24.6% | 0.0% | -24.6% | -23.4% |
| 3Y | -79.8% | +2.8% | -82.6% | -75.2% |
| 5Y | -83.3% | -8.8% | -74.5% | -77.9% |
| All | -83.3% | -9.1% | -74.2% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling