+437.5%
SRE vs VCLT
+103.4%
+334.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | -0.7% | -0.9% | +0.1% | -0.5% |
| 3M | -6.3% | -3.2% | -3.1% | -5.3% |
| 6M | -10.7% | -3.8% | -6.8% | -9.6% |
| YTD | -3.5% | -2.0% | -1.4% | -2.9% |
| 1Y | +5.3% | -0.8% | +6.1% | +5.5% |
| 3Y | +31.8% | +12.3% | +19.5% | +27.0% |
| 5Y | +47.4% | -15.4% | +62.8% | +51.4% |
| 10Y | +120.6% | +15.7% | +104.8% | +117.4% |
| All | +437.5% | +103.4% | +334.1% | +503.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling