-43.4%
SIRI vs ACGL
+158.6%
-202.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | -0.1% |
| 7D | +4.3% | -2.9% | +7.2% | +5.0% |
| 30D | -2.8% | -2.8% | 0.0% | -2.2% |
| 3M | +5.9% | +6.8% | -0.9% | +4.3% |
| 6M | +31.9% | -1.5% | +33.5% | +32.0% |
| YTD | +48.7% | -0.2% | +48.9% | +48.3% |
| 1Y | +23.2% | +5.3% | +17.9% | +21.2% |
| 3Y | -23.9% | +30.3% | -54.2% | -30.8% |
| 5Y | -43.4% | +151.8% | -195.2% | -57.9% |
| All | -43.4% | +158.6% | -202.0% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling