+67.3%
AG vs SPXS
-85.4%
+152.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.9% | -6.7% | -4.1% |
| 7D | -5.8% | +6.4% | -12.2% | -3.3% |
| 30D | +6.4% | +6.0% | +0.4% | +9.2% |
| 3M | +28.4% | -11.6% | +40.0% | +24.2% |
| 6M | -24.5% | -28.7% | +4.2% | -30.7% |
| YTD | +21.2% | -26.3% | +47.5% | +13.8% |
| 1Y | +114.1% | -34.9% | +149.0% | +95.6% |
| 3Y | +268.0% | -79.5% | +347.5% | +155.0% |
| 5Y | +67.3% | -85.9% | +153.3% | +15.4% |
| All | +67.3% | -85.4% | +152.7% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling