+2,116.5%
AG vs SPXS
-100.0%
+2,216.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -0.5% |
| 7D | +4.5% | -1.5% | +6.0% | +4.0% |
| 30D | +12.9% | +3.7% | +9.2% | +14.4% |
| 3M | +20.9% | -9.6% | +30.5% | +18.8% |
| 6M | -19.5% | -32.4% | +12.9% | -26.2% |
| YTD | +24.8% | -28.7% | +53.5% | +17.4% |
| 1Y | +120.2% | -38.1% | +158.3% | +101.3% |
| 3Y | +279.0% | -80.1% | +359.1% | +172.3% |
| 5Y | +67.9% | -85.9% | +153.8% | +24.7% |
| 10Y | +57.5% | -99.5% | +157.0% | -47.0% |
| All | +2,116.5% | -100.0% | +2,216.5% | +86.4% |
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 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