+368.8%
SNXX vs ACGL
+2.6%
+366.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -6.9% | -7.5% |
| 7D | -12.0% | -2.0% | -10.0% | -19.9% |
| 30D | +37.9% | -1.2% | +39.2% | +32.8% |
| 3M | -52.7% | +5.4% | -58.1% | -32.2% |
| 6M | +194.8% | +1.4% | +193.4% | +325.3% |
| All | +368.8% | +2.6% | +366.1% | +605.5% |
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 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