-100.0%
SPXS vs ALK
+640.5%
-740.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +7.1% | -14.1% | -2.0% |
| 7D | -1.5% | +8.9% | -10.4% | +5.7% |
| 30D | +9.6% | +5.9% | +3.7% | +15.6% |
| 3M | +8.5% | -16.5% | +25.0% | -2.5% |
| 6M | -5.8% | +2.1% | -7.9% | +0.7% |
| YTD | -25.4% | -17.1% | -8.3% | -27.7% |
| 1Y | -28.8% | -2.9% | -26.0% | -21.8% |
| 3Y | -80.9% | +24.5% | -105.4% | -68.7% |
| 5Y | -83.1% | -29.1% | -54.0% | -77.1% |
| 10Y | -99.5% | -39.1% | -60.4% | -98.8% |
| All | -100.0% | +640.5% | -740.5% | -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