-8.5%
SIRI vs ACGL
+4,940.3%
-4,948.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -2.6% | -1.4% | -1.3% | -2.3% |
| 30D | +22.2% | +12.4% | +9.9% | +18.3% |
| 3M | +14.1% | +11.1% | +3.0% | +10.7% |
| 6M | +22.5% | +16.3% | +6.2% | +17.1% |
| YTD | +67.9% | +13.8% | +54.1% | +61.2% |
| 1Y | +54.6% | +20.4% | +34.2% | +46.1% |
| 3Y | -21.3% | +33.6% | -54.9% | -29.0% |
| 5Y | -40.4% | +176.8% | -217.2% | -56.9% |
| 10Y | -6.2% | +324.6% | -330.8% | -41.2% |
| All | -8.5% | +4,940.3% | -4,948.9% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling