-83.4%
SPXS vs ACM
+3.9%
-87.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +0.8% |
| 7D | -9.5% | +5.1% | -14.5% | -4.5% |
| 30D | +7.4% | +18.7% | -11.3% | +28.5% |
| 3M | +6.1% | +15.5% | -9.3% | +24.4% |
| 6M | -7.3% | +1.2% | -8.5% | -4.8% |
| YTD | -26.7% | -25.2% | -1.5% | -46.3% |
| 1Y | -26.2% | -46.3% | +20.1% | -65.4% |
| 3Y | -80.3% | -9.6% | -70.8% | -76.4% |
| 5Y | -83.4% | +4.4% | -87.8% | -66.5% |
| All | -83.4% | +3.9% | -87.3% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling