-100.0%
SPXS vs ALK
+637.6%
-737.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +0.8% |
| 7D | +0.4% | +12.9% | -12.5% | +10.5% |
| 30D | +10.8% | +5.5% | +5.3% | +16.6% |
| 3M | +9.6% | -12.1% | +21.7% | +2.2% |
| 6M | -4.7% | +1.7% | -6.4% | +1.5% |
| YTD | -24.6% | -17.4% | -7.1% | -27.1% |
| 1Y | -24.6% | -1.9% | -22.6% | -16.5% |
| 3Y | -79.8% | +21.2% | -101.0% | -67.5% |
| 5Y | -83.3% | -27.8% | -55.5% | -77.1% |
| 10Y | -99.5% | -41.0% | -58.5% | -98.9% |
| All | -100.0% | +637.6% | -737.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling