+45.6%
SRE vs ACWI
+54.8%
-9.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -9.2% | -2.4% | -6.8% | -8.0% |
| 30D | -1.9% | -5.2% | +3.3% | +0.8% |
| 3M | -6.5% | -4.8% | -1.7% | -4.2% |
| 6M | -15.2% | -1.3% | -13.9% | -15.1% |
| YTD | -9.5% | +8.4% | -17.8% | -14.3% |
| 1Y | -13.2% | +11.0% | -24.2% | -19.1% |
| 3Y | +19.5% | +70.6% | -51.1% | -13.9% |
| All | +45.6% | +54.8% | -9.2% | +7.7% |
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 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