+354.7%
ACWI vs SNY
+154.3%
+200.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.6% |
| 7D | +1.1% | -2.7% | +3.8% | +2.3% |
| 30D | -0.2% | -0.7% | +0.5% | 0.0% |
| 3M | +4.7% | -1.6% | +6.3% | +5.0% |
| 6M | +14.5% | +2.3% | +12.2% | +12.5% |
| YTD | +14.6% | -6.0% | +20.6% | +16.6% |
| 1Y | +21.4% | -2.7% | +24.1% | +21.1% |
| 3Y | +77.6% | -7.5% | +85.1% | +73.4% |
| 5Y | +68.1% | +6.7% | +61.4% | +48.2% |
| 10Y | +226.1% | +62.3% | +163.9% | +119.8% |
| All | +354.7% | +154.3% | +200.4% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling