+194.0%
STT vs ACGL
+324.4%
-130.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | +4.8% | +2.2% | +2.6% | +3.5% |
| 30D | +3.9% | +12.3% | -8.4% | -2.8% |
| 3M | -8.2% | +11.8% | -20.0% | -14.0% |
| 6M | +15.6% | +17.5% | -1.8% | +4.4% |
| YTD | +37.6% | +14.3% | +23.4% | +25.4% |
| 1Y | +50.1% | +18.2% | +32.0% | +34.0% |
| 3Y | +183.1% | +33.2% | +149.9% | +126.1% |
| 5Y | +104.8% | +174.3% | -69.5% | -1.9% |
| All | +194.0% | +324.4% | -130.4% | +1.9% |
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