-86.1%
SPXS vs ALLE
+13.7%
-99.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +2.3% |
| 7D | -0.1% | -0.2% | +0.1% | -0.2% |
| 30D | +0.8% | -6.8% | +7.6% | -6.3% |
| 3M | -4.7% | +21.0% | -25.8% | +17.8% |
| 6M | -29.6% | +1.1% | -30.7% | -28.2% |
| YTD | -29.8% | -0.5% | -29.3% | -29.4% |
| 1Y | -38.9% | -7.3% | -31.7% | -43.2% |
| 3Y | -79.6% | +42.3% | -121.9% | -62.6% |
| All | -86.1% | +13.7% | -99.8% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling