+340.5%
ACWI vs SNY
+185.0%
+155.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +2.4% | +2.8% | -0.4% | +1.2% |
| 30D | -1.7% | +21.6% | -23.3% | -10.0% |
| 3M | -3.9% | +10.5% | -14.4% | -8.4% |
| 6M | +0.8% | +14.0% | -13.2% | -5.8% |
| YTD | +11.0% | +5.4% | +5.7% | +7.1% |
| 1Y | +13.1% | -2.5% | +15.5% | +12.9% |
| 3Y | +73.9% | +22.1% | +51.8% | +50.9% |
| 5Y | +59.0% | +18.0% | +41.0% | +34.0% |
| 10Y | +224.4% | +77.7% | +146.7% | +110.5% |
| All | +340.5% | +185.0% | +155.5% | +75.9% |
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