+194.9%
SO vs ACWI
+220.7%
-25.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +8.7% | -3.3% | +12.0% | +10.3% |
| 3M | +3.4% | -3.4% | +6.8% | +5.0% |
| 6M | +3.7% | +0.8% | +2.9% | +2.7% |
| YTD | +10.0% | +10.7% | -0.7% | +3.2% |
| 1Y | +6.6% | +11.6% | -5.0% | -0.6% |
| 3Y | +52.5% | +73.4% | -20.9% | +7.0% |
| 5Y | +76.1% | +60.2% | +15.9% | +28.5% |
| 10Y | +194.9% | +221.6% | -26.7% | +32.0% |
| All | +194.9% | +220.7% | -25.8% | +32.0% |
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 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