-86.2%
SPXU vs ALC
-16.6%
-69.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | -0.2% |
| 7D | -1.5% | -3.7% | +2.2% | -4.9% |
| 30D | +3.7% | -3.7% | +7.5% | +0.1% |
| 3M | -9.6% | +4.6% | -14.1% | -5.2% |
| 6M | -32.4% | -14.6% | -17.8% | -42.2% |
| YTD | -28.7% | -11.9% | -16.8% | -36.5% |
| 1Y | -38.2% | -13.1% | -25.1% | -45.5% |
| 3Y | -80.4% | -15.0% | -65.4% | -80.8% |
| All | -86.2% | -16.6% | -69.6% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling