+99.4%
STT vs ACWI
+54.8%
+44.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.5% | -2.4% | -0.1% | +0.4% |
| 30D | -5.0% | -5.2% | +0.2% | +1.4% |
| 3M | -10.5% | -4.8% | -5.6% | -5.0% |
| 6M | +10.0% | -1.3% | +11.3% | +11.4% |
| YTD | +30.7% | +8.4% | +22.3% | +17.8% |
| 1Y | +43.8% | +11.0% | +32.7% | +25.8% |
| 3Y | +168.1% | +70.6% | +97.5% | +34.8% |
| All | +99.4% | +54.8% | +44.6% | +14.9% |
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 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