+308.8%
SPOT vs ACWI
+160.0%
+148.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.8% |
| 7D | -3.0% | -0.7% | -2.3% | -2.4% |
| 30D | +15.2% | -2.0% | +17.2% | +17.2% |
| 3M | +21.6% | -2.2% | +23.7% | +23.5% |
| 6M | +45.2% | +1.9% | +43.3% | +39.7% |
| YTD | +4.9% | +12.0% | -7.1% | -10.1% |
| 1Y | -4.8% | +12.5% | -17.3% | -18.9% |
| 3Y | +256.3% | +75.4% | +180.9% | +79.2% |
| 5Y | +120.2% | +61.5% | +58.7% | +24.4% |
| All | +308.8% | +160.0% | +148.7% | +55.4% |
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