+398.8%
SN vs ACGL
+31.5%
+367.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +16.8% |
| 3M | +23.9% | +8.0% | +15.9% | +21.6% |
| 6M | +93.0% | +13.3% | +79.8% | +86.8% |
| YTD | +99.2% | +11.8% | +87.4% | +92.8% |
| 1Y | +142.6% | +22.2% | +120.4% | +128.4% |
| 3Y | +398.8% | +32.5% | +366.3% | +409.7% |
| All | +398.8% | +31.5% | +367.3% | +409.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling