-80.0%
ACCS vs SPY
+74.5%
-154.5%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | -1.8% |
| 7D | -6.9% | -4.7% | -2.2% | -6.2% |
| 30D | -28.0% | -5.9% | -22.1% | -27.4% |
| 3M | -49.3% | -4.5% | -44.7% | -48.9% |
| 6M | -58.0% | +1.8% | -59.8% | -58.0% |
| YTD | -62.5% | +8.3% | -70.8% | -62.7% |
| 1Y | -63.2% | +9.3% | -72.5% | -63.5% |
| All | -80.0% | +74.5% | -154.5% | -77.4% |
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