+175.2%
SO vs ACWI
+219.0%
-43.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | -1.5% | -2.4% | +0.9% | -0.4% |
| 30D | +8.1% | -5.2% | +13.3% | +10.8% |
| 3M | +0.2% | -4.8% | +5.0% | +2.5% |
| 6M | +0.4% | -1.3% | +1.7% | +0.5% |
| YTD | +8.5% | +8.4% | +0.1% | +2.8% |
| 1Y | +4.9% | +11.0% | -6.1% | -2.0% |
| 3Y | +47.9% | +70.6% | -22.7% | +4.5% |
| 5Y | +75.7% | +55.3% | +20.4% | +30.5% |
| All | +175.2% | +219.0% | -43.8% | +22.8% |
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