+142.6%
SN vs ACGL
+22.6%
+120.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +2.8% |
| 7D | +7.2% | +0.9% | +6.3% | +7.1% |
| 30D | +20.4% | +13.7% | +6.7% | +20.2% |
| 3M | +23.9% | +8.0% | +15.9% | +23.6% |
| 6M | +93.0% | +13.3% | +79.8% | +93.4% |
| YTD | +99.2% | +11.8% | +87.4% | +102.2% |
| 1Y | +142.6% | +22.2% | +120.4% | +141.6% |
| All | +142.6% | +22.6% | +120.0% | +141.6% |
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 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