+0.4%
STM vs ACWI
+70.4%
-70.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -3.8% | -8.6% | -3.7% |
| 7D | -20.1% | -4.0% | -16.1% | -11.9% |
| 30D | -32.0% | -5.8% | -26.2% | -21.3% |
| 3M | -24.2% | -5.0% | -19.1% | -13.7% |
| 6M | -29.9% | +0.7% | -30.6% | -27.5% |
| YTD | +54.9% | +8.4% | +46.5% | +39.1% |
| 1Y | +68.0% | +10.1% | +57.9% | +46.3% |
| All | +0.4% | +70.4% | -70.0% | -63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling