-99.5%
SPXS vs ACM
+131.3%
-230.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +0.8% |
| 7D | -9.5% | +5.1% | -14.5% | -4.2% |
| 30D | +7.4% | +18.7% | -11.3% | +29.9% |
| 3M | +6.1% | +15.5% | -9.3% | +25.4% |
| 6M | -7.3% | +1.2% | -8.5% | -4.5% |
| YTD | -26.7% | -25.2% | -1.5% | -45.3% |
| 1Y | -26.2% | -46.3% | +20.1% | -62.7% |
| 3Y | -80.3% | -9.6% | -70.8% | -78.4% |
| 5Y | -83.4% | +4.4% | -87.8% | -72.7% |
| All | -99.5% | +131.3% | -230.8% | -96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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