+148.0%
SN vs ACGL
+19.1%
+128.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.8% |
| 7D | +1.5% | +2.2% | -0.6% | +1.4% |
| 30D | +21.5% | +12.3% | +9.2% | +21.0% |
| 3M | +20.0% | +11.8% | +8.2% | +19.5% |
| 6M | +119.9% | +17.5% | +102.5% | +119.5% |
| YTD | +102.3% | +14.3% | +88.0% | +105.7% |
| 1Y | +148.0% | +18.2% | +129.8% | +147.7% |
| All | +148.0% | +19.1% | +128.8% | +147.7% |
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