-83.2%
SPXS vs ALLE
+51.6%
-134.8%
-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 | -7.5% | +3.6% | -11.1% | -4.0% |
| 30D | +5.3% | +25.9% | -20.6% | +33.2% |
| 3M | +9.7% | +15.8% | -6.1% | +27.2% |
| 6M | -4.6% | +48.1% | -52.6% | +45.5% |
| YTD | -25.8% | +22.0% | -47.7% | -8.1% |
| 1Y | -28.8% | +18.0% | -46.8% | -15.1% |
| 3Y | -80.2% | +93.1% | -173.2% | -48.5% |
| All | -83.2% | +51.6% | -134.8% | -56.4% |
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