-99.8%
SPXS vs ALLE
+327.3%
-427.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -2.0% |
| 7D | +7.5% | -0.6% | +8.1% | +7.2% |
| 30D | +17.5% | +25.3% | -7.9% | +54.6% |
| 3M | +14.7% | +10.3% | +4.4% | +29.0% |
| 6M | -0.1% | +38.0% | -38.2% | +49.4% |
| YTD | -19.7% | +17.8% | -37.5% | -1.1% |
| 1Y | -23.6% | +13.6% | -37.2% | -9.9% |
| 3Y | -79.2% | +89.2% | -168.4% | -44.6% |
| 5Y | -81.7% | +51.1% | -132.8% | -52.2% |
| 10Y | -99.5% | +228.1% | -327.6% | -93.7% |
| All | -99.8% | +327.3% | -427.1% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling