+124.1%
SRE vs ACWI
+227.3%
-103.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -1.0% |
| 7D | -5.6% | -0.7% | -5.0% | -5.2% |
| 30D | -4.5% | -2.0% | -2.5% | -3.2% |
| 3M | -7.7% | -2.2% | -5.6% | -6.5% |
| 6M | -14.4% | +1.9% | -16.3% | -16.1% |
| YTD | -9.4% | +12.0% | -21.4% | -17.5% |
| 1Y | -13.8% | +12.5% | -26.4% | -21.8% |
| 3Y | +22.2% | +75.4% | -53.2% | -21.2% |
| 5Y | +50.5% | +61.5% | -11.0% | +2.3% |
| 10Y | +124.1% | +227.1% | -103.0% | -12.7% |
| All | +124.1% | +227.3% | -103.2% | -12.7% |
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