-99.5%
SPXS vs ALM
+2,776.7%
-2,876.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -9.6% | +11.5% | +1.1% |
| 7D | +6.4% | -7.1% | +13.5% | +5.9% |
| 30D | +6.0% | +24.7% | -18.7% | +8.1% |
| 3M | -11.6% | +8.3% | -19.9% | -10.2% |
| 6M | -28.7% | -22.2% | -6.5% | -28.2% |
| YTD | -26.3% | +88.1% | -114.4% | -20.9% |
| 1Y | -34.9% | +272.4% | -307.3% | -26.3% |
| 3Y | -79.5% | +2,004.1% | -2,083.6% | -73.1% |
| 5Y | -85.9% | +915.8% | -1,001.7% | -82.0% |
| All | -99.5% | +2,776.7% | -2,876.3% | -99.3% |
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