+225.2%
ACWI vs SFM
+140.2%
+85.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.4% |
| 7D | +2.4% | +6.0% | -3.6% | +1.9% |
| 30D | -1.7% | -19.5% | +17.8% | 0.0% |
| 3M | -3.9% | -37.0% | +33.1% | 0.0% |
| 6M | +0.8% | -41.0% | +41.8% | +5.4% |
| YTD | +11.0% | -34.6% | +45.7% | +14.3% |
| 1Y | +13.1% | -36.3% | +49.3% | +16.7% |
| 3Y | +73.9% | +24.5% | +49.3% | +63.0% |
| 5Y | +59.0% | +115.9% | -56.8% | +37.2% |
| All | +225.2% | +140.2% | +85.1% | +169.6% |
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