-85.9%
SPXS vs ALM
+1,033.0%
-1,118.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.8% | -7.2% | +2.6% |
| 7D | -1.5% | +8.4% | -10.0% | -0.7% |
| 30D | +3.7% | +34.8% | -31.2% | +7.3% |
| 3M | -9.6% | +16.2% | -25.8% | -6.8% |
| 6M | -32.4% | +2.1% | -34.5% | -29.9% |
| YTD | -28.7% | +117.0% | -145.7% | -20.7% |
| 1Y | -38.1% | +313.9% | -351.9% | -26.4% |
| 3Y | -80.1% | +2,327.9% | -2,408.1% | -71.2% |
| 5Y | -85.9% | +1,040.6% | -1,126.5% | -80.4% |
| All | -85.9% | +1,033.0% | -1,118.9% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling