+1,883.6%
STX vs ACGL
+337.7%
+1,546.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -0.4% |
| 7D | -28.5% | +0.9% | -29.3% | -28.7% |
| 30D | -42.9% | +13.7% | -56.6% | -45.0% |
| 3M | -45.9% | +8.0% | -54.0% | -47.3% |
| 6M | -41.3% | +13.3% | -54.6% | -44.3% |
| YTD | +67.9% | +11.8% | +56.1% | +58.6% |
| 1Y | +66.5% | +22.2% | +44.3% | +52.3% |
| 3Y | +588.0% | +32.5% | +555.5% | +491.1% |
| 5Y | +449.1% | +160.2% | +288.9% | +242.3% |
| All | +1,883.6% | +337.7% | +1,546.0% | +868.3% |
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