+31.2%
SRE vs VIG
+55.4%
-24.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +1.5% | -1.2% | +2.6% | +2.4% |
| 30D | +0.8% | -2.8% | +3.7% | +3.1% |
| 3M | -5.8% | +2.5% | -8.2% | -7.9% |
| 6M | -7.8% | +8.1% | -15.9% | -13.9% |
| YTD | -2.4% | +9.6% | -11.9% | -10.0% |
| 1Y | +8.9% | +14.2% | -5.3% | -3.4% |
| All | +31.2% | +55.4% | -24.2% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling