+202.9%
STT vs ACWI
+219.0%
-16.1%
-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% | +0.3% |
| 7D | -2.5% | -2.4% | -0.1% | +0.6% |
| 30D | -5.0% | -5.2% | +0.2% | +1.9% |
| 3M | -10.5% | -4.8% | -5.6% | -4.6% |
| 6M | +10.0% | -1.3% | +11.3% | +11.5% |
| YTD | +30.7% | +8.4% | +22.3% | +17.0% |
| 1Y | +43.8% | +11.0% | +32.7% | +24.7% |
| 3Y | +168.1% | +70.6% | +97.5% | +30.5% |
| 5Y | +101.4% | +55.3% | +46.1% | +13.0% |
| All | +202.9% | +219.0% | -16.1% | -24.6% |
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