-43.0%
ACN vs SPXS
-79.5%
+36.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.3% | -1.5% |
| 7D | -6.3% | +1.2% | -7.6% | -6.0% |
| 30D | -1.4% | +5.2% | -6.5% | -0.2% |
| 3M | +2.6% | -9.2% | +11.7% | +0.6% |
| 6M | -14.3% | -29.6% | +15.3% | -20.8% |
| YTD | -33.1% | -27.6% | -5.5% | -37.4% |
| 1Y | -28.8% | -36.7% | +7.9% | -35.3% |
| All | -43.0% | -79.5% | +36.5% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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