+96.5%
STM vs ACWI
+14.9%
+81.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.7% | -7.7% | -10.6% |
| 7D | -6.0% | -0.5% | -5.6% | -4.9% |
| 30D | -20.9% | -1.6% | -19.3% | -16.9% |
| 3M | -15.8% | -1.3% | -14.4% | -12.0% |
| 6M | -17.0% | +5.8% | -22.9% | -24.0% |
| YTD | +76.8% | +12.7% | +64.1% | +43.5% |
| 1Y | +96.5% | +15.0% | +81.5% | +53.9% |
| All | +96.5% | +14.9% | +81.6% | +53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling