+129.4%
ACWI vs SITM
+3,415.8%
-3,286.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.6% | -7.0% | +1.4% |
| 7D | +0.3% | +9.4% | -9.0% | -1.1% |
| 30D | -2.8% | -25.4% | +22.5% | +0.1% |
| 3M | -3.2% | -37.0% | +33.8% | +1.3% |
| 6M | +1.3% | -45.1% | +46.4% | +6.4% |
| YTD | +11.2% | +29.4% | -18.2% | +2.9% |
| 1Y | +13.8% | +39.8% | -26.0% | +3.8% |
| 3Y | +76.2% | +328.2% | -252.0% | +29.3% |
| 5Y | +59.5% | +87.4% | -27.9% | +21.3% |
| All | +129.4% | +3,415.8% | -3,286.4% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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