+449.2%
STX vs ACGL
+174.8%
+274.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -17.3% | +1.3% | -18.5% | -17.2% |
| 30D | -35.9% | +14.2% | -50.1% | -35.7% |
| 3M | -37.3% | +11.1% | -48.4% | -37.1% |
| 6M | -35.8% | +16.4% | -52.2% | -36.0% |
| YTD | +82.7% | +13.8% | +69.0% | +81.9% |
| 1Y | +71.6% | +21.6% | +50.1% | +68.5% |
| 3Y | +635.3% | +33.5% | +601.7% | +590.7% |
| All | +449.2% | +174.8% | +274.3% | +262.2% |
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