-23.9%
SIRI vs ACGL
+29.4%
-53.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.2% |
| 7D | +4.3% | -2.9% | +7.2% | +4.8% |
| 30D | -2.8% | -2.8% | 0.0% | -2.4% |
| 3M | +5.9% | +6.8% | -0.9% | +4.8% |
| 6M | +31.9% | -1.5% | +33.5% | +32.1% |
| YTD | +48.7% | -0.2% | +48.9% | +48.6% |
| 1Y | +23.2% | +5.3% | +17.9% | +21.9% |
| 3Y | -23.9% | +30.3% | -54.2% | -33.7% |
| All | -23.9% | +29.4% | -53.3% | -33.7% |
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