+330.1%
ACWI vs SM
-9.9%
+340.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.8% | -3.2% |
| 7D | -4.0% | -25.1% | +21.1% | -0.7% |
| 30D | -5.8% | -15.6% | +9.8% | -4.1% |
| 3M | -5.0% | +2.7% | -7.7% | -6.0% |
| 6M | +0.7% | -3.8% | +4.5% | -0.2% |
| YTD | +8.4% | +61.8% | -53.4% | -0.5% |
| 1Y | +10.1% | +71.4% | -61.3% | +0.1% |
| 3Y | +70.8% | -20.7% | +91.5% | +67.5% |
| 5Y | +55.4% | -11.5% | +66.9% | +44.9% |
| 10Y | +223.3% | +10.2% | +213.1% | +118.4% |
| All | +330.1% | -9.9% | +340.0% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling