+588.0%
STX vs ACGL
+31.5%
+556.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -2.2% |
| 7D | -28.5% | +0.9% | -29.3% | -28.1% |
| 30D | -42.9% | +13.7% | -56.6% | -40.3% |
| 3M | -45.9% | +8.0% | -54.0% | -44.2% |
| 6M | -41.3% | +13.3% | -54.6% | -38.5% |
| YTD | +67.9% | +11.8% | +56.1% | +75.7% |
| 1Y | +66.5% | +22.2% | +44.3% | +73.4% |
| 3Y | +588.0% | +32.5% | +555.5% | +629.9% |
| All | +588.0% | +31.5% | +556.5% | +629.9% |
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 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