+77.6%
SO vs ACWI
+55.1%
+22.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.1% | +1.1% |
| 7D | +0.4% | -4.0% | +4.4% | +1.3% |
| 30D | +9.2% | -5.8% | +15.1% | +10.7% |
| 3M | +1.1% | -5.0% | +6.1% | +2.2% |
| 6M | -1.1% | +0.7% | -1.8% | -1.6% |
| YTD | +9.7% | +8.4% | +1.2% | +6.7% |
| 1Y | +5.5% | +10.1% | -4.6% | +2.1% |
| 3Y | +47.0% | +70.8% | -23.7% | +19.4% |
| 5Y | +77.6% | +55.4% | +22.2% | +43.1% |
| All | +77.6% | +55.1% | +22.5% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling