-99.8%
SPXS vs ALLE
+260.9%
-360.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +2.5% |
| 7D | -0.1% | -0.2% | +0.1% | -0.3% |
| 30D | +0.8% | -6.8% | +7.6% | -7.5% |
| 3M | -4.7% | +21.0% | -25.8% | +21.6% |
| 6M | -29.6% | +1.1% | -30.7% | -27.8% |
| YTD | -29.8% | -0.5% | -29.3% | -29.5% |
| 1Y | -38.9% | -7.3% | -31.7% | -43.7% |
| 3Y | -79.6% | +42.3% | -121.9% | -61.9% |
| 5Y | -85.9% | +13.5% | -99.4% | -74.2% |
| 10Y | -99.5% | +144.0% | -243.6% | -95.7% |
| All | -99.8% | +260.9% | -360.7% | -97.5% |
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