+9.9%
SNXX vs ACGL
+17.1%
-7.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.3% | -11.9% | -10.2% |
| 7D | +8.5% | +2.2% | +6.3% | +18.5% |
| 30D | -66.5% | +12.3% | -78.8% | -41.7% |
| 3M | -74.6% | +11.8% | -86.4% | -55.5% |
| 6M | -82.8% | +17.5% | -100.2% | -54.2% |
| All | +9.9% | +17.1% | -7.2% | +208.6% |
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 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