+404.4%
SNXX vs ACGL
+2.8%
+401.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.1% | -8.0% | -7.6% |
| 7D | +16.8% | -3.6% | +20.4% | +0.3% |
| 30D | +65.3% | -2.1% | +67.4% | +53.7% |
| 3M | -34.8% | +5.4% | -40.1% | -6.5% |
| 6M | +255.1% | 0.0% | +255.1% | +403.8% |
| All | +404.4% | +2.8% | +401.6% | +663.1% |
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