-62.4%
SMR vs ACWI
-0.6%
-61.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | 0.0% | +16.3% | +16.4% |
| 7D | -9.6% | -2.4% | -7.3% | -1.1% |
| 30D | -33.8% | -5.2% | -28.6% | -18.6% |
| 3M | -46.4% | -4.8% | -41.5% | -34.8% |
| 6M | -62.4% | -1.3% | -61.1% | -59.9% |
| All | -62.4% | -0.6% | -61.8% | -59.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling