+70.6%
ACWI vs SM
-20.0%
+90.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -2.4% | -25.9% | +23.6% | -0.6% |
| 30D | -5.2% | -15.1% | +9.9% | -4.4% |
| 3M | -4.8% | +4.9% | -9.7% | -5.8% |
| 6M | -1.3% | +6.1% | -7.5% | -3.0% |
| YTD | +8.4% | +63.4% | -55.0% | -0.7% |
| 1Y | +11.0% | +72.5% | -61.4% | +0.7% |
| 3Y | +70.6% | -16.9% | +87.5% | +63.3% |
| All | +70.6% | -20.0% | +90.6% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling