-98.5%
SPXU vs ALC
+17.1%
-115.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.6% | -1.2% |
| 7D | +6.4% | -7.7% | +14.0% | -2.6% |
| 30D | +5.9% | -11.7% | +17.6% | -7.7% |
| 3M | -11.7% | +0.7% | -12.3% | -10.8% |
| 6M | -28.7% | -17.1% | -11.6% | -42.4% |
| YTD | -26.4% | -15.1% | -11.2% | -38.4% |
| 1Y | -35.2% | -14.1% | -21.1% | -44.6% |
| 3Y | -79.8% | -18.2% | -61.6% | -81.4% |
| 5Y | -86.1% | -19.2% | -66.9% | -83.8% |
| All | -98.5% | +17.1% | -115.6% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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