+154.5%
STT vs ACGL
+161.8%
-7.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.8% |
| 7D | +0.5% | -0.7% | +1.2% | +0.8% |
| 30D | +3.9% | -1.0% | +4.9% | +4.2% |
| 3M | +20.0% | +11.0% | +8.9% | +14.4% |
| 6M | +55.3% | -0.3% | +55.6% | +54.5% |
| YTD | +53.3% | +2.3% | +51.1% | +50.3% |
| 1Y | +74.7% | +6.4% | +68.3% | +68.0% |
| 3Y | +205.8% | +34.0% | +171.9% | +153.3% |
| All | +154.5% | +161.8% | -7.3% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling