-49.5%
SMR vs ACWI
+68.5%
-118.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | 0.0% | +16.3% | +16.3% |
| 7D | -9.6% | -2.4% | -7.3% | -4.5% |
| 30D | -33.8% | -5.2% | -28.6% | -25.3% |
| 3M | -46.4% | -4.8% | -41.5% | -39.7% |
| 6M | -62.4% | -1.3% | -61.1% | -59.5% |
| YTD | -64.1% | +8.4% | -72.5% | -66.5% |
| 1Y | -84.3% | +11.0% | -95.4% | -85.9% |
| 3Y | +55.8% | +70.6% | -14.7% | -8.9% |
| All | -49.5% | +68.5% | -118.1% | -72.4% |
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