-53.7%
SMR vs ACWI
+72.7%
-126.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -2.7% |
| 7D | -8.3% | +2.4% | -10.7% | -12.5% |
| 30D | -20.1% | -1.7% | -18.4% | -16.4% |
| 3M | -52.7% | -3.9% | -48.8% | -47.7% |
| 6M | -61.0% | +0.8% | -61.8% | -59.8% |
| YTD | -67.1% | +11.0% | -78.2% | -70.7% |
| 1Y | -79.9% | +13.1% | -93.0% | -82.5% |
| 3Y | +101.7% | +73.9% | +27.9% | +12.6% |
| All | -53.7% | +72.7% | -126.4% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling