+4,507.3%
SITM vs ACGL
+141.3%
+4,366.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.1% |
| 7D | +8.4% | -2.9% | +11.3% | +9.7% |
| 30D | -17.4% | -2.8% | -14.6% | -16.6% |
| 3M | -9.8% | +6.8% | -16.6% | -14.1% |
| 6M | +83.0% | -1.5% | +84.5% | +79.9% |
| YTD | +69.6% | -0.2% | +69.8% | +65.4% |
| 1Y | +144.9% | +5.3% | +139.6% | +130.7% |
| 3Y | +429.9% | +30.3% | +399.6% | +312.9% |
| 5Y | +169.2% | +151.8% | +17.3% | +33.3% |
| All | +4,507.3% | +141.3% | +4,366.0% | +3,100.5% |
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