+465.1%
STM vs ACWI
+224.5%
+240.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +1.1% |
| 7D | +12.0% | +2.4% | +9.6% | +7.4% |
| 30D | -0.4% | -1.7% | +1.3% | +3.6% |
| 3M | -13.2% | -3.9% | -9.3% | -5.5% |
| 6M | -26.1% | +0.8% | -26.9% | -24.2% |
| YTD | +81.2% | +11.0% | +70.1% | +59.0% |
| 1Y | +98.3% | +13.1% | +85.2% | +68.9% |
| 3Y | +16.7% | +73.9% | -57.2% | -50.2% |
| 5Y | -4.8% | +59.0% | -63.9% | -50.8% |
| All | +465.1% | +224.5% | +240.6% | +1.7% |
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