+432.7%
SN vs ACGL
+48.7%
+384.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | +1.4% | -1.2% | +2.6% | +1.7% |
| 30D | +16.6% | +12.8% | +3.8% | +13.2% |
| 3M | +18.3% | +12.3% | +6.0% | +14.8% |
| 6M | +103.1% | +15.8% | +87.2% | +95.1% |
| YTD | +96.7% | +13.9% | +82.8% | +89.2% |
| 1Y | +134.3% | +19.0% | +115.3% | +122.2% |
| 3Y | +425.2% | +33.7% | +391.6% | +404.3% |
| All | +432.7% | +48.7% | +384.0% | +368.1% |
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