+67.1%
ACWI vs SNY
+9.1%
+57.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.9% | -3.6% | +1.7% | -1.3% |
| 30D | -1.3% | -1.9% | +0.6% | -1.0% |
| 3M | +5.0% | -2.0% | +6.9% | +5.2% |
| 6M | +11.7% | +2.5% | +9.2% | +10.9% |
| YTD | +13.0% | -7.0% | +19.9% | +14.0% |
| 1Y | +19.2% | -4.4% | +23.6% | +19.6% |
| 3Y | +75.0% | -8.4% | +83.4% | +74.8% |
| 5Y | +67.1% | +9.5% | +57.5% | +54.8% |
| All | +67.1% | +9.1% | +57.9% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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