+861.2%
ACN vs SPXS
-100.0%
+961.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -2.9% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | +9.4% | +0.8% | +8.5% | +9.8% |
| 3M | +5.6% | -4.7% | +10.4% | +4.2% |
| 6M | -9.3% | -29.6% | +20.4% | -18.2% |
| YTD | -29.0% | -29.8% | +0.8% | -35.7% |
| 1Y | -24.7% | -38.9% | +14.3% | -34.3% |
| 3Y | -39.8% | -79.6% | +39.8% | -59.7% |
| 5Y | -40.9% | -85.9% | +45.0% | -58.8% |
| 10Y | +91.1% | -99.5% | +190.6% | -33.6% |
| All | +861.2% | -100.0% | +961.2% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling