+495.5%
SO vs ACWI
+330.1%
+165.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.1% | +1.9% |
| 7D | +0.4% | -4.0% | +4.4% | +2.1% |
| 30D | +9.2% | -5.8% | +15.1% | +12.0% |
| 3M | +1.1% | -5.0% | +6.1% | +3.2% |
| 6M | -1.1% | +0.7% | -1.8% | -1.9% |
| YTD | +9.7% | +8.4% | +1.2% | +5.0% |
| 1Y | +5.5% | +10.1% | -4.6% | +0.2% |
| 3Y | +47.0% | +70.8% | -23.7% | +12.6% |
| 5Y | +77.6% | +55.4% | +22.2% | +40.7% |
| 10Y | +181.0% | +223.3% | -42.3% | +59.4% |
| All | +495.5% | +330.1% | +165.4% | +179.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling