+44.4%
SITM vs ACGL
+28.7%
+15.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.7% | -12.0% | -6.5% |
| 7D | -19.5% | +8.0% | -27.5% | -12.4% |
| 30D | -43.2% | +17.3% | -60.5% | -33.0% |
| 3M | -30.8% | +11.2% | -42.0% | -21.5% |
| 6M | -28.6% | +18.2% | -46.8% | -15.2% |
| YTD | +14.2% | +15.4% | -1.2% | +42.1% |
| 1Y | +44.4% | +26.5% | +17.8% | +103.1% |
| All | +44.4% | +28.7% | +15.7% | +103.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling