+48.7%
SRE vs ACWI
+67.7%
-19.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.3% | +0.5% | -0.8% | -0.6% |
| 30D | -0.7% | +0.9% | -1.6% | -1.3% |
| 3M | -6.3% | +2.4% | -8.7% | -7.8% |
| 6M | -10.7% | +12.4% | -23.0% | -16.8% |
| YTD | -3.5% | +15.2% | -18.6% | -11.5% |
| 1Y | +5.3% | +22.7% | -17.4% | -7.2% |
| 3Y | +31.8% | +75.8% | -44.0% | -6.6% |
| All | +48.7% | +67.7% | -19.0% | +5.0% |
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