+251.0%
SPOT vs ACWI
+164.5%
+86.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.4% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | +2.2% | -0.6% | +2.8% | +2.8% |
| 3M | +5.4% | +4.3% | +1.1% | -0.2% |
| 6M | -4.0% | +12.7% | -16.7% | -17.4% |
| YTD | -9.9% | +13.9% | -23.9% | -23.7% |
| 1Y | -27.3% | +20.5% | -47.8% | -42.6% |
| 3Y | +236.4% | +76.5% | +159.9% | +69.7% |
| 5Y | +112.6% | +67.5% | +45.1% | +16.8% |
| All | +251.0% | +164.5% | +86.5% | +31.9% |
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