-99.5%
SPXS vs ACGL
+270.1%
-369.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.9% |
| 7D | +1.2% | -2.1% | +3.4% | -0.9% |
| 30D | +5.2% | -2.2% | +7.3% | +2.8% |
| 3M | -9.2% | +6.3% | -15.5% | -3.7% |
| 6M | -29.6% | +0.5% | -30.1% | -29.8% |
| YTD | -27.6% | +0.2% | -27.8% | -28.5% |
| 1Y | -36.7% | +7.3% | -44.0% | -32.7% |
| 3Y | -79.8% | +30.8% | -110.7% | -70.5% |
| 5Y | -85.9% | +155.8% | -241.6% | -42.1% |
| 10Y | -99.5% | +276.3% | -375.9% | -94.7% |
| All | -99.5% | +270.1% | -369.7% | -94.7% |
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