-80.6%
SPXS vs ALM
+901.8%
-982.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -3.9% |
| 7D | +1.5% | -7.2% | +8.6% | +0.9% |
| 30D | +6.3% | -26.4% | +32.7% | +3.1% |
| 3M | +4.2% | -38.6% | +42.8% | -0.4% |
| 6M | -7.9% | -61.0% | +53.1% | -14.7% |
| YTD | -27.5% | -7.4% | -20.1% | -26.0% |
| 1Y | -27.0% | +14.0% | -41.0% | -23.7% |
| All | -80.6% | +901.8% | -982.5% | -76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling