-100.0%
SPXU vs ALK
+997.4%
-1,097.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -4.8% |
| 7D | +1.5% | +2.6% | -1.0% | +4.1% |
| 30D | +6.4% | +7.8% | -1.5% | +13.5% |
| 3M | +4.2% | -15.2% | +19.5% | -5.3% |
| 6M | -7.8% | +5.0% | -12.8% | +0.6% |
| YTD | -27.5% | -18.4% | -9.1% | -30.6% |
| 1Y | -27.1% | -2.4% | -24.7% | -19.6% |
| 3Y | -80.8% | +19.8% | -100.6% | -69.4% |
| 5Y | -84.1% | -27.8% | -56.3% | -78.2% |
| 10Y | -99.5% | -42.0% | -57.6% | -98.9% |
| All | -100.0% | +997.4% | -1,097.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 all: compounded portfolio wealth divided by compounded ALK 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…
all analysis · Full analysis span regression · 6 months rolling