+105.9%
SRE vs ACWI
+219.0%
-113.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -9.2% | -2.4% | -6.8% | -7.7% |
| 30D | -1.9% | -5.2% | +3.3% | +1.7% |
| 3M | -6.5% | -4.8% | -1.7% | -3.5% |
| 6M | -15.2% | -1.3% | -13.9% | -15.0% |
| YTD | -9.5% | +8.4% | -17.8% | -15.6% |
| 1Y | -13.2% | +11.0% | -24.2% | -20.5% |
| 3Y | +19.5% | +70.6% | -51.1% | -21.4% |
| 5Y | +43.6% | +55.3% | -11.7% | +0.4% |
| All | +105.9% | +219.0% | -113.1% | -19.9% |
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