+439.5%
SN vs ACGL
+46.0%
+393.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +3.4% |
| 7D | +7.2% | +0.9% | +6.3% | +6.9% |
| 30D | +20.4% | +13.7% | +6.7% | +16.6% |
| 3M | +23.9% | +8.0% | +15.9% | +21.5% |
| 6M | +93.0% | +13.3% | +79.8% | +86.5% |
| YTD | +99.2% | +11.8% | +87.4% | +92.4% |
| 1Y | +142.6% | +22.2% | +120.4% | +127.9% |
| 3Y | +398.8% | +32.5% | +366.3% | +379.6% |
| All | +439.5% | +46.0% | +393.4% | +376.2% |
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 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