-76.3%
ACRS vs SPY
+318.9%
-395.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.4% |
| 7D | -7.5% | -2.0% | -5.5% | -5.6% |
| 30D | -7.0% | -1.7% | -5.4% | -5.5% |
| 3M | +34.3% | +4.7% | +29.5% | +28.3% |
| 6M | +50.0% | +12.5% | +37.5% | +34.2% |
| YTD | +82.9% | +11.7% | +71.2% | +63.3% |
| 1Y | +169.9% | +17.5% | +152.4% | +129.2% |
| 3Y | -29.3% | +76.6% | -105.9% | -60.1% |
| 5Y | -68.8% | +82.0% | -150.8% | -82.9% |
| All | -76.3% | +318.9% | -395.2% | -94.2% |
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