+61.5%
ACWI vs SFM
+111.2%
-49.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.9% |
| 7D | -0.7% | -7.1% | +6.4% | -0.1% |
| 30D | -2.0% | -21.4% | +19.4% | -0.4% |
| 3M | -2.2% | -40.1% | +37.9% | +1.8% |
| 6M | +1.9% | -38.0% | +39.9% | +5.3% |
| YTD | +12.0% | -36.5% | +48.5% | +15.1% |
| 1Y | +12.5% | -35.2% | +47.7% | +15.2% |
| 3Y | +75.4% | +23.5% | +51.9% | +63.7% |
| 5Y | +61.5% | +109.7% | -48.2% | +43.0% |
| All | +61.5% | +111.2% | -49.7% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling