-90.7%
SPXS vs ALHC
-59.6%
-31.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -3.9% |
| 7D | +1.5% | -5.5% | +7.0% | +0.7% |
| 30D | +6.3% | -4.9% | +11.3% | +6.0% |
| 3M | +4.2% | -41.7% | +46.0% | -2.9% |
| 6M | -7.9% | -55.2% | +47.3% | -16.7% |
| YTD | -27.5% | -61.1% | +33.6% | -35.3% |
| 1Y | -27.0% | -53.3% | +26.3% | -32.4% |
| 3Y | -80.5% | +28.2% | -108.7% | -75.8% |
| 5Y | -84.0% | -65.8% | -18.2% | -81.2% |
| All | -90.7% | -59.6% | -31.1% | -88.4% |
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