+103.7%
SOXX vs ACGL
+6.1%
+97.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +3.0% | -3.6% | +6.7% | -0.3% |
| 30D | -3.1% | -2.1% | -1.0% | -4.7% |
| 3M | -4.4% | +5.4% | -9.8% | +0.5% |
| 6M | +52.9% | 0.0% | +52.9% | +58.3% |
| YTD | +72.0% | +0.3% | +71.7% | +79.4% |
| All | +103.7% | +6.1% | +97.6% | +118.8% |
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 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