-90.7%
SPXS vs ALHC
-31.6%
-59.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +0.9% |
| 7D | +1.2% | -4.1% | +5.4% | +0.6% |
| 30D | +5.2% | -5.4% | +10.6% | +4.3% |
| 3M | -9.2% | -32.1% | +23.0% | -14.1% |
| 6M | -29.6% | -28.5% | -1.1% | -32.0% |
| YTD | -27.6% | -34.0% | +6.4% | -30.8% |
| 1Y | -36.7% | -20.9% | -15.8% | -37.0% |
| 3Y | -79.8% | +151.5% | -231.4% | -71.6% |
| 5Y | -85.9% | -28.8% | -57.0% | -81.9% |
| All | -90.7% | -31.6% | -59.1% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling