-99.5%
SPXS vs ALLE
+233.6%
-333.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.8% | -9.8% | -3.6% |
| 7D | -1.5% | -0.6% | -0.9% | -1.5% |
| 30D | +9.6% | +26.6% | -17.0% | +46.6% |
| 3M | +8.5% | +13.2% | -4.7% | +26.2% |
| 6M | -5.8% | +42.9% | -48.6% | +48.0% |
| YTD | -25.4% | +21.0% | -46.4% | -4.7% |
| 1Y | -28.8% | +15.2% | -44.0% | -14.7% |
| 3Y | -80.9% | +95.6% | -176.5% | -45.7% |
| 5Y | -83.1% | +53.4% | -136.5% | -54.4% |
| 10Y | -99.5% | +221.5% | -321.0% | -94.3% |
| All | -99.5% | +233.6% | -333.1% | -94.3% |
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