+197.2%
SO vs ACWI
+227.2%
-30.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.4% |
| 7D | +0.8% | -0.7% | +1.4% | +1.0% |
| 30D | +7.8% | -2.0% | +9.8% | +8.7% |
| 3M | +2.9% | -2.2% | +5.1% | +3.8% |
| 6M | +2.5% | +1.9% | +0.6% | +0.9% |
| YTD | +10.3% | +12.0% | -1.7% | +2.8% |
| 1Y | +6.4% | +12.5% | -6.2% | -1.2% |
| 3Y | +52.8% | +75.4% | -22.6% | +6.5% |
| 5Y | +78.7% | +61.5% | +17.2% | +30.0% |
| All | +197.2% | +227.2% | -30.0% | +32.3% |
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