+635.0%
SRE vs VIG
+617.8%
+17.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.4% |
| 7D | +1.4% | -0.4% | +1.8% | +1.8% |
| 30D | +1.9% | -2.1% | +4.0% | +3.7% |
| 3M | -3.3% | +3.3% | -6.6% | -6.2% |
| 6M | -6.4% | +9.3% | -15.7% | -13.7% |
| YTD | -1.8% | +10.1% | -12.0% | -10.2% |
| 1Y | +10.7% | +14.7% | -4.0% | -2.3% |
| 3Y | +31.8% | +56.9% | -25.1% | -11.9% |
| 5Y | +49.2% | +62.9% | -13.7% | -4.5% |
| 10Y | +118.5% | +241.3% | -122.8% | -27.9% |
| All | +635.0% | +617.8% | +17.2% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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