+38.2%
SITM vs ACGL
+22.9%
+15.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -1.7% |
| 7D | -0.1% | +1.3% | -1.3% | +1.8% |
| 30D | -27.4% | +14.2% | -41.6% | -16.3% |
| 3M | -35.6% | +11.1% | -46.7% | -27.1% |
| 6M | -46.6% | +16.4% | -63.0% | -37.5% |
| YTD | +25.8% | +13.8% | +12.1% | +54.5% |
| 1Y | +38.2% | +21.6% | +16.7% | +79.6% |
| All | +38.2% | +22.9% | +15.3% | +79.6% |
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