+45.5%
SRE vs VIG
+63.0%
-17.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.3% |
| 7D | -0.8% | -1.1% | +0.2% | 0.0% |
| 30D | -3.0% | -2.7% | -0.3% | -1.0% |
| 3M | -8.3% | +2.5% | -10.9% | -10.2% |
| 6M | -8.9% | +9.2% | -18.1% | -15.2% |
| YTD | -4.3% | +9.8% | -14.1% | -11.4% |
| 1Y | +2.7% | +12.4% | -9.7% | -6.7% |
| 3Y | +28.7% | +55.9% | -27.2% | -9.5% |
| All | +45.5% | +63.0% | -17.5% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling