-99.5%
SPXS vs ALM
+1,942.8%
-2,042.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +0.5% |
| 7D | -9.5% | -4.0% | -5.4% | -9.7% |
| 30D | +7.4% | -30.5% | +37.9% | +4.7% |
| 3M | +6.1% | -46.9% | +53.0% | +1.8% |
| 6M | -7.3% | -65.5% | +58.2% | -12.7% |
| YTD | -26.7% | -13.4% | -13.3% | -25.5% |
| 1Y | -26.2% | +9.8% | -36.0% | -23.5% |
| 3Y | -80.3% | +783.1% | -863.4% | -75.9% |
| 5Y | -83.4% | +378.3% | -461.7% | -79.8% |
| All | -99.5% | +1,942.8% | -2,042.3% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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