+678.9%
STM vs ACWI
+228.2%
+450.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | +0.5% | +5.3% | +4.9% |
| 30D | -1.0% | +0.9% | -1.9% | -2.4% |
| 3M | -33.3% | +2.4% | -35.7% | -34.5% |
| 6M | +57.4% | +12.4% | +45.0% | +32.8% |
| YTD | +102.2% | +15.2% | +87.0% | +64.4% |
| 1Y | +99.6% | +22.7% | +76.9% | +45.8% |
| 3Y | +14.5% | +75.8% | -61.3% | -52.6% |
| 5Y | +21.4% | +67.7% | -46.4% | -43.2% |
| All | +678.9% | +228.2% | +450.7% | +39.2% |
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