-55.8%
ACCS vs SPY
+312.9%
-368.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | -2.6% | -2.7% | +0.1% | -1.8% |
| 30D | -29.0% | -5.4% | -23.6% | -27.8% |
| 3M | -49.3% | -4.1% | -45.2% | -48.7% |
| 6M | -58.7% | +0.7% | -59.4% | -58.8% |
| YTD | -63.3% | +8.7% | -72.0% | -64.3% |
| 1Y | -62.3% | +10.9% | -73.2% | -63.6% |
| 3Y | -80.5% | +75.0% | -155.5% | -83.9% |
| 5Y | -86.9% | +67.8% | -154.7% | -89.1% |
| All | -55.8% | +312.9% | -368.7% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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