-99.5%
SPXS vs ALLY
+178.1%
-277.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +0.5% |
| 7D | +1.2% | -1.9% | +3.2% | -0.3% |
| 30D | +5.2% | -4.5% | +9.7% | +1.4% |
| 3M | -9.2% | -2.8% | -6.3% | -10.2% |
| 6M | -29.6% | +10.3% | -39.9% | -21.1% |
| YTD | -27.6% | -5.7% | -21.9% | -28.5% |
| 1Y | -36.7% | +3.9% | -40.7% | -30.7% |
| 3Y | -79.8% | +64.7% | -144.5% | -60.0% |
| 5Y | -85.9% | -2.6% | -83.3% | -75.9% |
| 10Y | -99.5% | +186.0% | -285.5% | -96.5% |
| All | -99.5% | +178.1% | -277.6% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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