+448.1%
SN vs ACWI
+64.7%
+383.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.6% |
| 7D | +7.6% | -0.2% | +7.7% | +7.6% |
| 30D | +22.4% | -3.3% | +25.7% | +28.7% |
| 3M | +21.7% | -3.4% | +25.1% | +27.9% |
| 6M | +102.8% | +0.8% | +102.0% | +98.3% |
| YTD | +102.4% | +10.7% | +91.7% | +69.5% |
| 1Y | +139.0% | +11.6% | +127.4% | +97.7% |
| 3Y | +440.4% | +73.4% | +367.0% | +142.3% |
| All | +448.1% | +64.7% | +383.4% | +153.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling