+3,318.8%
SITM vs ACGL
+175.2%
+3,143.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.1% |
| 7D | -0.1% | +1.3% | -1.3% | -0.9% |
| 30D | -27.4% | +14.2% | -41.6% | -32.0% |
| 3M | -35.6% | +11.1% | -46.7% | -39.2% |
| 6M | -46.6% | +16.4% | -63.0% | -51.7% |
| YTD | +25.8% | +13.8% | +12.1% | +14.8% |
| 1Y | +38.2% | +21.6% | +16.7% | +21.8% |
| 3Y | +311.5% | +33.5% | +278.0% | +223.8% |
| 5Y | +94.6% | +174.8% | -80.2% | -7.2% |
| All | +3,318.8% | +175.2% | +3,143.7% | +2,120.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling