-23.0%
SIRI vs ACGL
+33.8%
-56.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -1.7% | +2.2% | -3.9% | -2.0% |
| 30D | +21.1% | +12.3% | +8.8% | +19.1% |
| 3M | +14.7% | +11.8% | +2.9% | +12.9% |
| 6M | +22.9% | +17.5% | +5.5% | +20.2% |
| YTD | +65.7% | +14.3% | +51.5% | +62.7% |
| 1Y | +53.5% | +18.2% | +35.3% | +50.0% |
| 3Y | -23.0% | +33.2% | -56.2% | -22.5% |
| All | -23.0% | +33.8% | -56.8% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling