-86.1%
SPXS vs ALK
-25.3%
-60.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +2.3% |
| 7D | -0.1% | -0.7% | +0.6% | -0.5% |
| 30D | +0.8% | -19.2% | +20.1% | -11.9% |
| 3M | -4.7% | -1.5% | -3.2% | -3.2% |
| 6M | -29.6% | -13.1% | -16.6% | -31.4% |
| YTD | -29.8% | -16.4% | -13.4% | -32.4% |
| 1Y | -38.9% | -33.1% | -5.9% | -49.3% |
| 3Y | -79.6% | +0.6% | -80.2% | -71.2% |
| All | -86.1% | -25.3% | -60.8% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling