+227.1%
ACWI vs SM
+10.6%
+216.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.6% | -4.4% | +0.7% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | -2.0% | -17.3% | +15.3% | -0.7% |
| 3M | -2.2% | -3.6% | +1.4% | -2.3% |
| 6M | +1.9% | +2.9% | -1.0% | +0.8% |
| YTD | +12.0% | +70.2% | -58.2% | +5.5% |
| 1Y | +12.5% | +66.5% | -54.0% | +6.1% |
| 3Y | +75.4% | -8.2% | +83.6% | +71.2% |
| 5Y | +61.5% | -1.5% | +63.0% | +53.7% |
| 10Y | +227.1% | +11.9% | +215.2% | +152.1% |
| All | +227.1% | +10.6% | +216.5% | +152.1% |
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