+293.5%
ACWI vs SFM
+132.6%
+160.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.3% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +0.9% | -4.4% | +5.2% | +1.2% |
| 3M | +2.4% | +1.5% | +0.9% | +1.9% |
| 6M | +12.4% | +6.5% | +5.9% | +10.8% |
| YTD | +15.2% | +2.2% | +13.0% | +13.9% |
| 1Y | +22.7% | -41.9% | +64.6% | +28.8% |
| 3Y | +75.8% | +106.8% | -31.0% | +57.6% |
| 5Y | +67.7% | +231.6% | -163.8% | +40.0% |
| 10Y | +229.0% | +258.4% | -29.4% | +161.9% |
| All | +293.5% | +132.6% | +160.9% | +228.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling