-86.1%
SPXS vs ALLY
+1.6%
-87.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.5% |
| 7D | -0.1% | +3.7% | -3.8% | +3.0% |
| 30D | +0.8% | -2.3% | +3.1% | -0.8% |
| 3M | -4.7% | +3.8% | -8.5% | -0.6% |
| 6M | -29.6% | +9.7% | -39.3% | -21.7% |
| YTD | -29.8% | -1.4% | -28.4% | -28.0% |
| 1Y | -38.9% | +8.2% | -47.2% | -31.1% |
| 3Y | -79.6% | +66.5% | -146.1% | -60.0% |
| All | -86.1% | +1.6% | -87.7% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling