+221.6%
ACWI vs SFM
+138.5%
+83.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.3% |
| 7D | -0.2% | -6.9% | +6.7% | +0.5% |
| 30D | -3.3% | -25.0% | +21.7% | -1.0% |
| 3M | -3.4% | -42.7% | +39.3% | +1.5% |
| 6M | +0.8% | -41.0% | +41.8% | +5.3% |
| YTD | +10.7% | -38.7% | +49.4% | +14.6% |
| 1Y | +11.6% | -38.1% | +49.7% | +15.4% |
| 3Y | +73.4% | +19.3% | +54.0% | +63.2% |
| 5Y | +60.2% | +103.1% | -42.9% | +39.1% |
| 10Y | +221.6% | +131.1% | +90.5% | +165.8% |
| All | +221.6% | +138.5% | +83.1% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling