+55.0%
ACWI vs STZ
-29.7%
+84.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | -2.4% | +4.9% | -7.3% | -3.2% |
| 30D | -5.2% | +20.9% | -26.1% | -8.7% |
| 3M | -4.8% | +8.0% | -12.8% | -6.5% |
| 6M | -1.3% | -5.3% | +4.0% | -0.5% |
| YTD | +8.4% | +5.9% | +2.5% | +5.4% |
| 1Y | +11.0% | +14.2% | -3.2% | +5.7% |
| 3Y | +70.6% | -37.0% | +107.5% | +88.5% |
| All | +55.0% | -29.7% | +84.7% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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