+392.6%
STM vs ACWI
+219.0%
+173.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.5% | +4.5% |
| 7D | -10.7% | -2.4% | -8.4% | -6.5% |
| 30D | -25.7% | -5.2% | -20.5% | -17.6% |
| 3M | -21.6% | -4.8% | -16.7% | -13.2% |
| 6M | -27.8% | -1.3% | -26.5% | -23.0% |
| YTD | +61.8% | +8.4% | +53.4% | +48.1% |
| 1Y | +78.1% | +11.0% | +67.1% | +56.5% |
| 3Y | +4.9% | +70.6% | -65.7% | -53.7% |
| 5Y | -14.3% | +55.3% | -69.6% | -53.8% |
| All | +392.6% | +219.0% | +173.6% | -9.1% |
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