+208.4%
AGI vs SPXS
-79.6%
+288.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.1% |
| 7D | -2.7% | +2.5% | -5.2% | -2.1% |
| 30D | +7.2% | +4.2% | +3.0% | +8.5% |
| 3M | +4.3% | -9.3% | +13.6% | +2.5% |
| 6M | -27.1% | -30.7% | +3.6% | -31.4% |
| YTD | -6.6% | -28.1% | +21.5% | -11.2% |
| 1Y | +9.5% | -35.1% | +44.6% | +2.9% |
| 3Y | +208.4% | -79.6% | +288.0% | +143.6% |
| All | +208.4% | -79.6% | +288.1% | +143.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling