+54.0%
SITM vs ACGL
+19.1%
+34.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.9% | -5.1% |
| 7D | +6.6% | +2.2% | +4.5% | +9.2% |
| 30D | -15.3% | +12.3% | -27.6% | -4.0% |
| 3M | -35.4% | +11.8% | -47.2% | -26.5% |
| 6M | -46.8% | +17.5% | -64.2% | -37.7% |
| YTD | +25.9% | +14.3% | +11.6% | +55.2% |
| 1Y | +54.0% | +18.2% | +35.8% | +90.9% |
| All | +54.0% | +19.1% | +34.9% | +90.9% |
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