+446.7%
SRE vs VCLT
+103.3%
+343.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | +1.9% | -0.6% | +2.5% | +2.1% |
| 3M | -3.3% | -2.2% | -1.0% | -2.6% |
| 6M | -6.4% | -2.9% | -3.5% | -5.6% |
| YTD | -1.8% | -2.1% | +0.2% | -1.2% |
| 1Y | +10.7% | -2.6% | +13.3% | +11.6% |
| 3Y | +31.8% | +12.5% | +19.3% | +26.9% |
| 5Y | +49.2% | -15.3% | +64.5% | +53.3% |
| 10Y | +118.5% | +16.6% | +101.9% | +115.5% |
| All | +446.7% | +103.3% | +343.4% | +514.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VCLT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling