+61.6%
AG vs SPXS
-99.6%
+161.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.5% | -3.6% |
| 7D | -6.7% | +2.5% | -9.2% | -6.1% |
| 30D | +2.2% | +4.2% | -2.0% | +3.5% |
| 3M | +15.7% | -9.3% | +25.0% | +13.8% |
| 6M | -23.8% | -30.7% | +6.9% | -28.7% |
| YTD | +17.6% | -28.1% | +45.7% | +12.0% |
| 1Y | +88.6% | -35.1% | +123.7% | +77.1% |
| 3Y | +253.4% | -79.6% | +333.0% | +174.4% |
| 5Y | +62.4% | -86.3% | +148.7% | +27.1% |
| All | +61.6% | -99.6% | +161.2% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling