+1,071.4%
AGI vs SPXS
-100.0%
+1,171.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.3% | -3.1% |
| 7D | -5.4% | +6.4% | -11.7% | -4.4% |
| 30D | +6.6% | +6.0% | +0.6% | +7.7% |
| 3M | +8.2% | -11.6% | +19.8% | +6.7% |
| 6M | -29.3% | -28.7% | -0.6% | -31.9% |
| YTD | -7.4% | -26.3% | +18.9% | -10.0% |
| 1Y | +7.9% | -34.9% | +42.8% | +3.4% |
| 3Y | +206.2% | -79.5% | +285.7% | +157.4% |
| 5Y | +397.6% | -85.9% | +483.5% | +319.4% |
| 10Y | +383.4% | -99.5% | +483.0% | +173.2% |
| All | +1,071.4% | -100.0% | +1,171.4% | +193.8% |
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