+415.9%
SRE vs VEU
+188.7%
+227.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.1% |
| 7D | +1.5% | +0.3% | +1.2% | +1.3% |
| 30D | +0.8% | +0.7% | +0.2% | +0.3% |
| 3M | -5.8% | +4.7% | -10.5% | -8.7% |
| 6M | -7.8% | +11.6% | -19.4% | -14.6% |
| YTD | -2.4% | +16.8% | -19.2% | -12.2% |
| 1Y | +8.9% | +24.9% | -16.0% | -6.1% |
| 3Y | +31.1% | +75.7% | -44.7% | -9.0% |
| 5Y | +48.6% | +56.1% | -7.5% | +9.8% |
| 10Y | +126.1% | +153.6% | -27.5% | +23.2% |
| All | +415.9% | +188.7% | +227.3% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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