-100.0%
SPXS vs ACGL
+1,472.2%
-1,572.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.8% | -7.8% | -6.0% |
| 7D | -1.5% | -1.1% | -0.4% | -2.7% |
| 30D | +9.6% | +13.1% | -3.5% | +27.7% |
| 3M | +8.5% | +9.8% | -1.3% | +21.4% |
| 6M | -5.8% | +15.3% | -21.0% | +10.6% |
| YTD | -25.4% | +12.7% | -38.1% | -15.5% |
| 1Y | -28.8% | +20.7% | -49.5% | -11.7% |
| 3Y | -80.9% | +34.3% | -115.2% | -70.6% |
| 5Y | -83.1% | +170.6% | -253.7% | -13.7% |
| 10Y | -99.5% | +330.6% | -430.1% | -88.8% |
| All | -100.0% | +1,472.2% | -1,572.2% | -98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling