-26.2%
SPXS vs ALK
-7.4%
-18.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.9% | -1.0% |
| 7D | -9.5% | +0.9% | -10.4% | -8.8% |
| 30D | +7.4% | +3.3% | +4.1% | +9.6% |
| 3M | +6.1% | -17.6% | +23.7% | -0.9% |
| 6M | -7.3% | +0.8% | -8.1% | -3.0% |
| YTD | -26.7% | -22.4% | -4.4% | -26.7% |
| 1Y | -26.2% | -10.1% | -16.1% | -19.3% |
| All | -26.2% | -7.4% | -18.8% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling