-9.2%
STM vs ACWI
+58.8%
-68.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.1% | +1.5% |
| 7D | -5.6% | +0.3% | -5.9% | -5.8% |
| 30D | -14.4% | -2.8% | -11.6% | -8.6% |
| 3M | -20.5% | -3.2% | -17.3% | -14.2% |
| 6M | -24.5% | +1.3% | -25.8% | -23.1% |
| YTD | +72.7% | +11.2% | +61.5% | +49.4% |
| 1Y | +91.0% | +13.8% | +77.3% | +58.6% |
| 3Y | +13.5% | +76.2% | -62.7% | -55.2% |
| 5Y | -9.2% | +59.5% | -68.7% | -56.3% |
| All | -9.2% | +58.8% | -68.0% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling