-85.9%
SPXS vs ACM
+4.8%
-90.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +0.8% |
| 7D | -1.5% | -0.3% | -1.3% | -1.8% |
| 30D | +3.7% | -12.9% | +16.6% | -10.5% |
| 3M | -9.6% | -6.4% | -3.2% | -15.2% |
| 6M | -32.4% | -29.2% | -3.2% | -53.7% |
| YTD | -28.7% | -29.9% | +1.3% | -51.1% |
| 1Y | -38.1% | -47.3% | +9.2% | -70.4% |
| 3Y | -80.1% | -19.6% | -60.5% | -79.5% |
| 5Y | -85.9% | +5.5% | -91.4% | -73.0% |
| All | -85.9% | +4.8% | -90.7% | -73.0% |
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