-99.8%
SPXS vs ALLY
+124.8%
-224.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.6% |
| 7D | -0.1% | +3.7% | -3.8% | +3.1% |
| 30D | +0.8% | -2.3% | +3.1% | -0.9% |
| 3M | -4.7% | +3.8% | -8.5% | -0.4% |
| 6M | -29.6% | +9.7% | -39.3% | -21.5% |
| YTD | -29.8% | -1.4% | -28.4% | -28.0% |
| 1Y | -38.9% | +8.2% | -47.2% | -30.9% |
| 3Y | -79.6% | +66.5% | -146.1% | -59.5% |
| 5Y | -85.9% | +1.2% | -87.1% | -75.2% |
| 10Y | -99.5% | +191.4% | -291.0% | -95.9% |
| All | -99.8% | +124.8% | -224.7% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling