-26.4%
SPOT vs ACGL
+2.4%
-28.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.1% |
| 7D | -2.9% | -2.9% | +0.1% | -2.3% |
| 30D | +8.3% | -2.8% | +11.1% | +8.9% |
| 3M | +5.1% | +6.8% | -1.7% | +5.8% |
| 6M | -6.5% | -1.5% | -4.9% | -6.7% |
| YTD | -9.0% | -0.2% | -8.7% | -9.4% |
| 1Y | -26.4% | +5.3% | -31.7% | -26.1% |
| All | -26.4% | +2.4% | -28.8% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ACGL 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling