-4.5%
SPXU vs ALC
+17.7%
-22.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +1.5% |
| 7D | -7.6% | -1.1% | -6.5% | -7.7% |
| 30D | +5.3% | +16.0% | -10.7% | +6.0% |
| 3M | +9.6% | +0.8% | +8.8% | +8.5% |
| 6M | -4.5% | +16.8% | -21.4% | -2.3% |
| All | -4.5% | +17.7% | -22.3% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling