+197.6%
STT vs ACGL
+332.0%
-134.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | +1.1% | +1.3% | -0.1% | +0.4% |
| 30D | -1.9% | +14.2% | -16.1% | -9.1% |
| 3M | -7.6% | +11.1% | -18.7% | -13.2% |
| 6M | +16.0% | +16.4% | -0.4% | +5.3% |
| YTD | +36.2% | +13.8% | +22.4% | +24.3% |
| 1Y | +46.8% | +21.6% | +25.2% | +28.8% |
| 3Y | +177.8% | +33.5% | +144.3% | +121.4% |
| 5Y | +105.8% | +174.8% | -69.0% | -1.6% |
| 10Y | +197.6% | +330.4% | -132.8% | +0.1% |
| All | +197.6% | +332.0% | -134.5% | +0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling