-99.5%
SPXS vs ACGL
+329.5%
-429.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +1.5% | -1.4% | +2.8% | +0.1% |
| 30D | +6.3% | +12.4% | -6.0% | +19.8% |
| 3M | +4.2% | +11.1% | -6.9% | +15.9% |
| 6M | -7.9% | +16.3% | -24.3% | +6.4% |
| YTD | -27.5% | +13.8% | -41.3% | -18.5% |
| 1Y | -27.0% | +20.4% | -47.4% | -12.6% |
| 3Y | -80.5% | +33.6% | -114.1% | -71.7% |
| 5Y | -84.0% | +176.8% | -260.8% | -29.9% |
| 10Y | -99.5% | +324.6% | -424.1% | -93.7% |
| All | -99.5% | +329.5% | -429.0% | -93.7% |
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