+120.0%
SRE vs VFC
-70.4%
+190.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -0.7% | -3.3% | +2.6% | -0.2% |
| 30D | -1.7% | -14.0% | +12.3% | +0.6% |
| 3M | -7.1% | -22.6% | +15.5% | -3.8% |
| 6M | -8.4% | -24.7% | +16.3% | -5.2% |
| YTD | -3.5% | -29.0% | +25.5% | +0.4% |
| 1Y | +5.4% | -13.8% | +19.2% | +5.3% |
| 3Y | +29.5% | -28.2% | +57.8% | +22.3% |
| 5Y | +48.3% | -79.0% | +127.3% | +93.4% |
| All | +120.0% | -70.4% | +190.3% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VFC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling