+461.8%
STM vs ACWI
+225.4%
+236.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +1.5% |
| 7D | +16.3% | +2.7% | +13.6% | +11.0% |
| 30D | -6.3% | -2.6% | -3.7% | -0.8% |
| 3M | -14.1% | -3.2% | -10.9% | -7.8% |
| 6M | -19.6% | +1.9% | -21.4% | -19.0% |
| YTD | +80.1% | +11.3% | +68.8% | +57.3% |
| 1Y | +95.4% | +11.7% | +83.7% | +70.0% |
| 3Y | +14.7% | +74.4% | -59.7% | -51.3% |
| 5Y | -5.4% | +59.5% | -64.9% | -51.3% |
| All | +461.8% | +225.4% | +236.4% | +0.6% |
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