-90.2%
SNDQ vs ACGL
+12.9%
-103.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.3% | +10.7% | +9.3% |
| 7D | -18.7% | +2.2% | -20.8% | -27.2% |
| 30D | +69.5% | +12.3% | +57.2% | -4.5% |
| 3M | +54.2% | +11.8% | +42.4% | -10.3% |
| 6M | -69.6% | +17.5% | -87.0% | -81.4% |
| All | -90.2% | +12.9% | -103.1% | -92.8% |
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