+1,019.5%
STX vs ACGL
+161.8%
+857.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.1% | +6.3% |
| 7D | +2.4% | -0.7% | +3.1% | +2.3% |
| 30D | +1.4% | -1.0% | +2.4% | +1.4% |
| 3M | -8.2% | +11.0% | -19.3% | -9.3% |
| 6M | +127.0% | -0.3% | +127.4% | +126.6% |
| YTD | +209.1% | +2.3% | +206.9% | +206.6% |
| 1Y | +365.4% | +6.4% | +359.1% | +356.9% |
| 3Y | +1,135.4% | +34.0% | +1,101.4% | +1,020.1% |
| All | +1,019.5% | +161.8% | +857.7% | +676.1% |
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