-77.7%
ACCS vs SPY
+79.4%
-157.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -6.4% | -0.9% | -5.5% | -6.3% |
| 30D | -26.4% | -2.4% | -24.0% | -26.1% |
| 3M | -37.6% | -1.2% | -36.5% | -37.5% |
| 6M | -57.4% | +3.3% | -60.7% | -57.6% |
| YTD | -64.0% | +12.3% | -76.3% | -64.6% |
| 1Y | -64.2% | +12.4% | -76.7% | -64.9% |
| All | -77.7% | +79.4% | -157.0% | -83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling