-80.9%
SMR vs ACWI
+12.9%
-93.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.6% | +4.5% | -2.5% |
| 7D | +1.7% | +0.3% | +1.4% | +1.0% |
| 30D | -24.4% | -2.8% | -21.6% | -14.9% |
| 3M | -44.6% | -3.2% | -41.4% | -36.6% |
| 6M | -56.7% | +1.3% | -57.9% | -56.7% |
| YTD | -61.6% | +11.2% | -72.8% | -72.0% |
| All | -80.9% | +12.9% | -93.7% | -86.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling