+60.2%
ACWI vs SM
-10.9%
+71.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.6% |
| 7D | -0.2% | -19.5% | +19.3% | +1.8% |
| 30D | -3.3% | -20.2% | +16.9% | -1.4% |
| 3M | -3.4% | -6.5% | +3.1% | -3.4% |
| 6M | +0.8% | +1.6% | -0.8% | -0.8% |
| YTD | +10.7% | +61.2% | -50.5% | +1.2% |
| 1Y | +11.6% | +65.4% | -53.8% | +1.5% |
| 3Y | +73.4% | -13.0% | +86.4% | +67.0% |
| 5Y | +60.2% | -4.3% | +64.5% | +48.5% |
| All | +60.2% | -10.9% | +71.1% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling