+197.6%
STT vs ACWI
+220.7%
-23.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.0% |
| 7D | +1.1% | -0.2% | +1.3% | +1.4% |
| 30D | -1.9% | -3.3% | +1.4% | +2.5% |
| 3M | -7.6% | -3.4% | -4.2% | -3.4% |
| 6M | +16.0% | +0.8% | +15.2% | +14.4% |
| YTD | +36.2% | +10.7% | +25.5% | +18.6% |
| 1Y | +46.8% | +11.6% | +35.2% | +26.5% |
| 3Y | +177.8% | +73.4% | +104.4% | +32.5% |
| 5Y | +105.8% | +60.2% | +45.7% | +10.9% |
| 10Y | +197.6% | +221.6% | -24.0% | -27.9% |
| All | +197.6% | +220.7% | -23.1% | -27.9% |
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