+11.1%
SMR vs ACGL
+114.9%
-103.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.4% | +17.7% | +15.3% |
| 7D | +21.4% | -2.9% | +24.3% | +21.4% |
| 30D | +13.8% | -2.8% | +16.7% | +13.9% |
| 3M | +3.9% | +6.8% | -2.9% | +2.8% |
| 6M | -4.2% | -1.5% | -2.7% | -4.4% |
| YTD | -21.1% | -0.2% | -20.9% | -21.7% |
| 1Y | -67.1% | +5.3% | -72.4% | -67.8% |
| 3Y | +88.9% | +30.3% | +58.6% | +74.9% |
| All | +11.1% | +114.9% | -103.8% | -18.6% |
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 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