-91.0%
SPXS vs ALHC
-28.9%
-62.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.1% | -0.6% | +0.5% | -0.2% |
| 30D | +0.8% | -1.0% | +1.8% | +0.8% |
| 3M | -4.7% | -10.2% | +5.4% | -5.0% |
| 6M | -29.6% | -28.3% | -1.3% | -32.0% |
| YTD | -29.8% | -31.4% | +1.6% | -32.4% |
| 1Y | -38.9% | -16.9% | -22.0% | -38.7% |
| 3Y | -79.6% | +135.5% | -215.1% | -71.9% |
| 5Y | -85.9% | -33.6% | -52.3% | -82.0% |
| All | -91.0% | -28.9% | -62.1% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling