-80.9%
SPXS vs ALHC
+16.3%
-97.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.0% | -6.1% | -7.1% |
| 7D | -1.5% | +3.9% | -5.4% | -1.2% |
| 30D | +9.6% | -3.6% | +13.3% | +9.5% |
| 3M | +8.5% | -49.4% | +57.9% | +5.3% |
| 6M | -5.8% | -59.5% | +53.7% | -9.2% |
| YTD | -25.4% | -63.2% | +37.8% | -28.1% |
| 1Y | -28.8% | -55.5% | +26.7% | -30.5% |
| 3Y | -80.9% | +23.0% | -103.9% | -78.8% |
| All | -80.9% | +16.3% | -97.2% | -78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling