-99.5%
SPXS vs ACM
+124.8%
-224.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | -1.7% |
| 7D | +1.2% | -3.7% | +4.9% | -2.5% |
| 30D | +5.2% | -12.7% | +17.8% | -8.6% |
| 3M | -9.2% | -9.8% | +0.6% | -17.9% |
| 6M | -29.6% | -31.4% | +1.8% | -52.3% |
| YTD | -27.6% | -32.1% | +4.5% | -50.9% |
| 1Y | -36.7% | -47.8% | +11.1% | -67.8% |
| 3Y | -79.8% | -22.1% | -57.8% | -81.0% |
| 5Y | -85.9% | +1.8% | -87.7% | -77.6% |
| 10Y | -99.5% | +132.5% | -232.1% | -97.2% |
| All | -99.5% | +124.8% | -224.3% | -97.2% |
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