-99.5%
SPXS vs ACGL
+324.4%
-423.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.7% |
| 7D | -7.5% | +2.2% | -9.7% | -5.4% |
| 30D | +5.3% | +12.3% | -7.0% | +18.6% |
| 3M | +9.7% | +11.8% | -2.1% | +22.8% |
| 6M | -4.6% | +17.5% | -22.0% | +11.4% |
| YTD | -25.8% | +14.3% | -40.0% | -16.2% |
| 1Y | -28.8% | +18.2% | -46.9% | -16.5% |
| 3Y | -80.2% | +33.2% | -113.3% | -71.3% |
| 5Y | -83.2% | +174.3% | -257.5% | -27.6% |
| All | -99.5% | +324.4% | -423.9% | -93.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling