+365.1%
SE vs ACWI
+156.1%
+209.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.8% | -1.9% | +0.5% |
| 7D | -1.2% | -4.0% | +2.8% | +5.7% |
| 30D | -21.7% | -5.8% | -15.8% | -13.6% |
| 3M | -34.2% | -5.0% | -29.2% | -28.5% |
| 6M | -10.5% | +0.7% | -11.2% | -12.1% |
| YTD | -40.7% | +8.4% | -49.1% | -48.3% |
| 1Y | -52.1% | +10.1% | -62.2% | -59.2% |
| 3Y | +68.9% | +70.8% | -1.9% | -30.4% |
| 5Y | -78.9% | +55.4% | -134.2% | -88.8% |
| All | +365.1% | +156.1% | +209.0% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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