-99.5%
SPXS vs ACGL
+329.0%
-428.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.1% | -3.9% |
| 7D | +7.5% | +0.9% | +6.6% | +8.5% |
| 30D | +17.5% | +13.7% | +3.8% | +33.9% |
| 3M | +14.7% | +8.0% | +6.6% | +23.8% |
| 6M | -0.1% | +13.3% | -13.4% | +12.1% |
| YTD | -19.7% | +11.8% | -31.6% | -11.4% |
| 1Y | -23.6% | +22.2% | -45.9% | -6.9% |
| 3Y | -79.2% | +32.5% | -111.7% | -70.0% |
| 5Y | -81.7% | +160.2% | -241.9% | -26.0% |
| All | -99.5% | +329.0% | -428.4% | -93.1% |
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 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