-85.9%
SPXS vs ALHC
-30.5%
-55.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.5% |
| 7D | -1.5% | -1.0% | -0.6% | -1.7% |
| 30D | +3.7% | -6.3% | +10.0% | +2.6% |
| 3M | -9.6% | -12.3% | +2.7% | -10.3% |
| 6M | -32.4% | -27.0% | -5.4% | -34.6% |
| YTD | -28.7% | -31.8% | +3.2% | -31.5% |
| 1Y | -38.1% | -17.0% | -21.1% | -37.8% |
| 3Y | -80.1% | +159.8% | -240.0% | -71.1% |
| 5Y | -85.9% | -25.1% | -60.8% | -81.3% |
| All | -85.9% | -30.5% | -55.4% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling