+463.1%
STM vs ACWI
+227.3%
+235.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +1.4% |
| 7D | +1.4% | -0.7% | +2.1% | +3.4% |
| 30D | -8.4% | -2.0% | -6.4% | -4.1% |
| 3M | -15.8% | -2.2% | -13.7% | -11.4% |
| 6M | -22.8% | +1.9% | -24.7% | -22.3% |
| YTD | +79.4% | +12.0% | +67.4% | +55.0% |
| 1Y | +97.0% | +12.5% | +84.5% | +69.1% |
| 3Y | +14.2% | +75.4% | -61.2% | -52.0% |
| 5Y | -4.5% | +61.5% | -66.0% | -51.9% |
| 10Y | +463.1% | +227.1% | +236.0% | +0.8% |
| All | +463.1% | +227.3% | +235.7% | +0.8% |
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