-83.1%
SPXS vs ALHC
-62.5%
-20.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.0% | -6.1% | -7.2% |
| 7D | -1.5% | +3.9% | -5.4% | -0.6% |
| 30D | +9.6% | -3.6% | +13.3% | +9.6% |
| 3M | +8.5% | -49.4% | +57.9% | -1.8% |
| 6M | -5.8% | -59.5% | +53.7% | -16.8% |
| YTD | -25.4% | -63.2% | +37.8% | -34.5% |
| 1Y | -28.8% | -55.5% | +26.7% | -34.9% |
| 3Y | -80.9% | +23.0% | -103.9% | -75.7% |
| 5Y | -83.1% | -65.7% | -17.4% | -82.0% |
| All | -83.1% | -62.5% | -20.6% | -82.0% |
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