-99.5%
SPXS vs ALLE
+212.2%
-311.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -2.9% |
| 7D | +1.5% | -0.8% | +2.3% | +1.1% |
| 30D | +6.3% | +27.4% | -21.0% | +43.3% |
| 3M | +4.2% | +13.8% | -9.6% | +22.3% |
| 6M | -7.9% | +45.5% | -53.4% | +48.2% |
| YTD | -27.5% | +21.4% | -48.9% | -7.0% |
| 1Y | -27.0% | +15.4% | -42.4% | -12.3% |
| 3Y | -80.5% | +91.7% | -172.2% | -46.3% |
| 5Y | -84.0% | +54.5% | -138.5% | -56.3% |
| 10Y | -99.5% | +210.5% | -310.0% | -94.6% |
| All | -99.5% | +212.2% | -311.7% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling