+425.4%
SN vs ACGL
+50.5%
+374.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +3.8% | +6.4% | -2.5% | +2.3% |
| 30D | +17.5% | +16.6% | +0.9% | +13.2% |
| 3M | +19.2% | +11.6% | +7.6% | +16.0% |
| 6M | +84.9% | +17.5% | +67.5% | +77.1% |
| YTD | +94.0% | +15.3% | +78.8% | +86.1% |
| 1Y | +151.3% | +26.3% | +125.0% | +134.2% |
| 3Y | +387.1% | +35.9% | +351.1% | +365.7% |
| All | +425.4% | +50.5% | +374.9% | +360.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling