+6.5%
SO vs ACGL
+21.8%
-15.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -1.1% | -1.1% | 0.0% | -0.8% |
| 30D | +8.6% | +13.1% | -4.5% | +4.9% |
| 3M | +1.8% | +9.8% | -8.0% | -0.9% |
| 6M | +3.6% | +15.3% | -11.6% | -0.6% |
| YTD | +9.9% | +12.7% | -2.8% | +6.0% |
| All | +6.5% | +21.8% | -15.3% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling