+77.3%
SO vs ACWI
+58.8%
+18.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.7% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | +8.6% | -2.8% | +11.4% | +9.2% |
| 3M | +1.8% | -3.2% | +4.9% | +2.5% |
| 6M | +3.6% | +1.3% | +2.3% | +3.0% |
| YTD | +9.9% | +11.2% | -1.3% | +6.3% |
| 1Y | +5.7% | +13.8% | -8.1% | +1.5% |
| 3Y | +52.5% | +76.2% | -23.7% | +22.8% |
| 5Y | +77.3% | +59.5% | +17.8% | +41.1% |
| All | +77.3% | +58.8% | +18.5% | +41.1% |
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