+55.8%
SMR vs ACWI
+70.3%
-14.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | 0.0% | +16.3% | +16.4% |
| 7D | -9.6% | -2.4% | -7.3% | -1.8% |
| 30D | -33.8% | -5.2% | -28.6% | -20.4% |
| 3M | -46.4% | -4.8% | -41.5% | -36.0% |
| 6M | -62.4% | -1.3% | -61.1% | -58.7% |
| YTD | -64.1% | +8.4% | -72.5% | -69.4% |
| 1Y | -84.3% | +11.0% | -95.4% | -87.5% |
| 3Y | +55.8% | +70.6% | -14.7% | -71.8% |
| All | +55.8% | +70.3% | -14.5% | -71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling