-3.6%
SMR vs ACWI
+79.1%
-82.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.4% |
| 7D | +4.4% | +0.5% | +3.9% | +3.4% |
| 30D | +3.4% | +0.9% | +2.5% | +2.1% |
| 3M | -19.2% | +2.4% | -21.6% | -21.0% |
| 6M | -22.6% | +12.4% | -35.0% | -35.0% |
| YTD | -31.5% | +15.2% | -46.7% | -44.2% |
| 1Y | -73.1% | +22.7% | -95.8% | -79.9% |
| 3Y | +55.0% | +75.8% | -20.8% | -19.1% |
| All | -3.6% | +79.1% | -82.7% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling