+447.8%
SN vs ACGL
+49.2%
+398.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.8% |
| 7D | +1.5% | +2.2% | -0.6% | +1.0% |
| 30D | +21.5% | +12.3% | +9.2% | +18.1% |
| 3M | +20.0% | +11.8% | +8.2% | +16.7% |
| 6M | +119.9% | +17.5% | +102.5% | +110.5% |
| YTD | +102.3% | +14.3% | +88.0% | +94.4% |
| 1Y | +148.0% | +18.2% | +129.8% | +135.8% |
| 3Y | +450.0% | +33.2% | +416.8% | +429.2% |
| All | +447.8% | +49.2% | +398.6% | +381.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling