+172.1%
SITM vs ACGL
+161.8%
+10.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.7% | +8.3% | +6.9% |
| 7D | +9.7% | -0.7% | +10.5% | +9.8% |
| 30D | +12.7% | -1.0% | +13.7% | +12.8% |
| 3M | -13.4% | +11.0% | -24.5% | -16.8% |
| 6M | +59.6% | -0.3% | +59.9% | +58.1% |
| YTD | +73.3% | +2.3% | +71.0% | +70.2% |
| 1Y | +165.5% | +6.4% | +159.2% | +156.4% |
| 3Y | +368.7% | +34.0% | +334.7% | +279.6% |
| All | +172.1% | +161.8% | +10.3% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling