-10.4%
SIRI vs ACGL
+322.9%
-333.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.7% | -1.2% | -2.5% | -3.3% |
| 30D | +20.4% | +12.8% | +7.6% | +15.5% |
| 3M | +12.5% | +12.3% | +0.2% | +8.0% |
| 6M | +23.4% | +15.8% | +7.6% | +16.9% |
| YTD | +65.2% | +13.9% | +51.3% | +57.0% |
| 1Y | +52.4% | +19.0% | +33.3% | +42.5% |
| 3Y | -22.6% | +33.7% | -56.3% | -32.4% |
| 5Y | -41.7% | +173.4% | -215.1% | -62.5% |
| All | -10.4% | +322.9% | -333.4% | -52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling