+90.1%
STM vs ACWI
+12.3%
+77.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +1.6% |
| 7D | -7.9% | -0.2% | -7.8% | -7.2% |
| 30D | -14.1% | -3.3% | -10.9% | -4.8% |
| 3M | -17.6% | -3.4% | -14.2% | -8.1% |
| 6M | -24.2% | +0.8% | -25.0% | -21.9% |
| YTD | +73.3% | +10.7% | +62.6% | +48.3% |
| 1Y | +90.1% | +11.6% | +78.5% | +60.5% |
| All | +90.1% | +12.3% | +77.8% | +60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling