-18.5%
SIRI vs ACGL
+4,429.2%
-4,447.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.1% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | -4.7% | -1.0% | -3.7% | -4.5% |
| 3M | +5.3% | +11.0% | -5.8% | +2.1% |
| 6M | +30.5% | -0.3% | +30.8% | +30.1% |
| YTD | +49.6% | +2.3% | +47.4% | +48.1% |
| 1Y | +28.5% | +6.4% | +22.1% | +25.6% |
| 3Y | -27.5% | +34.0% | -61.4% | -34.7% |
| 5Y | -44.7% | +161.6% | -206.3% | -59.4% |
| 10Y | -12.6% | +278.6% | -291.2% | -43.4% |
| All | -18.5% | +4,429.2% | -4,447.7% | -66.1% |
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