-99.5%
SPXS vs ALLE
+148.2%
-247.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +0.8% |
| 7D | -1.5% | +2.8% | -4.3% | +1.9% |
| 30D | +3.7% | -7.6% | +11.3% | -6.0% |
| 3M | -9.6% | +22.8% | -32.4% | +17.9% |
| 6M | -32.4% | +4.6% | -37.0% | -27.6% |
| YTD | -28.7% | -1.2% | -27.4% | -29.1% |
| 1Y | -38.1% | -9.1% | -29.0% | -44.6% |
| 3Y | -80.1% | +50.0% | -130.1% | -59.4% |
| 5Y | -85.9% | +15.2% | -101.1% | -73.5% |
| 10Y | -99.5% | +151.1% | -250.6% | -95.8% |
| All | -99.5% | +148.2% | -247.8% | -95.8% |
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