+432.7%
SN vs ACWI
+65.6%
+367.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.1% |
| 7D | +1.4% | +2.7% | -1.3% | -2.7% |
| 30D | +16.6% | -2.6% | +19.2% | +21.2% |
| 3M | +18.3% | -3.2% | +21.4% | +23.9% |
| 6M | +103.1% | +1.9% | +101.2% | +95.2% |
| YTD | +96.7% | +11.3% | +85.4% | +63.2% |
| 1Y | +134.3% | +11.7% | +122.7% | +93.8% |
| 3Y | +425.2% | +74.4% | +350.8% | +133.4% |
| All | +432.7% | +65.6% | +367.0% | +144.4% |
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 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