+443.6%
STX vs ACGL
+159.2%
+284.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.0% | +1.8% | -1.3% |
| 7D | -28.5% | +0.9% | -29.3% | -28.4% |
| 30D | -42.9% | +13.7% | -56.6% | -42.7% |
| 3M | -45.9% | +8.0% | -54.0% | -45.7% |
| 6M | -41.3% | +13.3% | -54.6% | -41.4% |
| YTD | +67.9% | +11.8% | +56.1% | +67.1% |
| 1Y | +66.5% | +22.2% | +44.3% | +62.8% |
| 3Y | +588.0% | +32.5% | +555.5% | +545.0% |
| All | +443.6% | +159.2% | +284.4% | +269.0% |
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