+646.2%
STX vs ACGL
+35.1%
+611.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.8% | +9.0% | +10.1% |
| 7D | -14.8% | -1.1% | -13.7% | -15.0% |
| 30D | -35.4% | +13.1% | -48.5% | -32.5% |
| 3M | -37.7% | +9.8% | -47.5% | -35.4% |
| 6M | -35.2% | +15.3% | -50.5% | -32.0% |
| YTD | +84.4% | +12.7% | +71.7% | +93.4% |
| 1Y | +82.3% | +20.7% | +61.5% | +90.4% |
| 3Y | +646.2% | +34.3% | +611.9% | +695.5% |
| All | +646.2% | +35.1% | +611.1% | +695.5% |
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