+65.5%
AGG vs SPXS
-100.0%
+165.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -0.7% |
| 7D | -0.9% | +6.4% | -7.3% | -0.9% |
| 30D | -1.0% | +6.0% | -6.9% | -1.0% |
| 3M | -1.3% | -11.6% | +10.3% | -1.3% |
| 6M | -2.1% | -28.7% | +26.6% | -2.0% |
| YTD | -1.2% | -26.3% | +25.0% | -1.2% |
| 1Y | -0.5% | -34.9% | +34.4% | -0.4% |
| 3Y | +12.4% | -79.5% | +91.9% | +12.8% |
| 5Y | -2.4% | -85.9% | +83.5% | -2.3% |
| 10Y | +14.3% | -99.5% | +113.9% | +18.4% |
| All | +65.5% | -100.0% | +165.5% | +83.8% |
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