+216.7%
ACWI vs SM
+8.2%
+208.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -2.4% | -25.9% | +23.6% | -0.2% |
| 30D | -5.2% | -15.1% | +9.9% | -4.2% |
| 3M | -4.8% | +4.9% | -9.7% | -5.6% |
| 6M | -1.3% | +6.1% | -7.5% | -2.6% |
| YTD | +8.4% | +63.4% | -55.0% | +2.4% |
| 1Y | +11.0% | +72.5% | -61.4% | +4.3% |
| 3Y | +70.6% | -16.9% | +87.5% | +67.8% |
| 5Y | +55.3% | -10.6% | +66.0% | +48.9% |
| All | +216.7% | +8.2% | +208.5% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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