+229.8%
SOXX vs ACGL
+30.4%
+199.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.8% |
| 7D | +6.1% | -2.1% | +8.2% | +5.7% |
| 30D | +0.5% | -2.2% | +2.7% | +0.2% |
| 3M | -5.3% | +6.3% | -11.6% | -5.0% |
| 6M | +58.3% | +0.5% | +57.8% | +58.8% |
| YTD | +76.8% | +0.2% | +76.6% | +77.3% |
| 1Y | +114.6% | +7.3% | +107.3% | +113.9% |
| All | +229.8% | +30.4% | +199.4% | +223.2% |
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