+267.4%
STT vs ACWI
+228.2%
+39.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.5% | +0.5% | 0.0% | -0.1% |
| 30D | +3.9% | +0.9% | +3.0% | +2.7% |
| 3M | +20.0% | +2.4% | +17.6% | +16.0% |
| 6M | +55.3% | +12.4% | +42.9% | +32.6% |
| YTD | +53.3% | +15.2% | +38.2% | +26.9% |
| 1Y | +74.7% | +22.7% | +52.0% | +33.1% |
| 3Y | +205.8% | +75.8% | +130.0% | +43.6% |
| 5Y | +145.0% | +67.7% | +77.3% | +24.6% |
| All | +267.4% | +228.2% | +39.1% | -16.7% |
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 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