+177.8%
STT vs ACGL
+34.9%
+142.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +1.1% | +1.3% | -0.1% | +0.9% |
| 30D | -1.9% | +14.2% | -16.1% | -4.7% |
| 3M | -7.6% | +11.1% | -18.7% | -9.7% |
| 6M | +16.0% | +16.4% | -0.4% | +11.7% |
| YTD | +36.2% | +13.8% | +22.4% | +31.4% |
| 1Y | +46.8% | +21.6% | +25.2% | +39.0% |
| 3Y | +177.8% | +33.5% | +144.3% | +169.1% |
| All | +177.8% | +34.9% | +142.9% | +169.1% |
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 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