+50.1%
STT vs ACGL
+19.1%
+31.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.1% |
| 7D | +4.8% | +2.2% | +2.6% | +4.7% |
| 30D | +3.9% | +12.3% | -8.4% | +3.9% |
| 3M | -8.2% | +11.8% | -20.0% | -8.2% |
| 6M | +15.6% | +17.5% | -1.8% | +14.7% |
| YTD | +37.6% | +14.3% | +23.4% | +35.1% |
| 1Y | +50.1% | +18.2% | +32.0% | +45.8% |
| All | +50.1% | +19.1% | +31.0% | +45.8% |
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