+3,319.5%
SITM vs ACGL
+176.4%
+3,143.2%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.9% | -5.7% |
| 7D | +6.6% | +2.2% | +4.5% | +5.7% |
| 30D | -15.3% | +12.3% | -27.6% | -20.0% |
| 3M | -35.4% | +11.8% | -47.2% | -39.2% |
| 6M | -46.8% | +17.5% | -64.2% | -52.0% |
| YTD | +25.9% | +14.3% | +11.6% | +14.6% |
| 1Y | +54.0% | +18.2% | +35.8% | +37.8% |
| 3Y | +315.6% | +33.2% | +282.4% | +227.9% |
| 5Y | +74.4% | +174.3% | -99.9% | -16.6% |
| All | +3,319.5% | +176.4% | +3,143.2% | +2,117.2% |
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