+622.7%
SRE vs VIG
+623.5%
-0.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.2% |
| 7D | -0.3% | -0.4% | +0.1% | +0.1% |
| 30D | -0.7% | -1.0% | +0.2% | 0.0% |
| 3M | -6.3% | +2.8% | -9.1% | -8.7% |
| 6M | -10.7% | +8.2% | -18.8% | -16.8% |
| YTD | -3.5% | +11.0% | -14.5% | -12.3% |
| 1Y | +5.3% | +16.1% | -10.8% | -8.1% |
| 3Y | +31.8% | +56.2% | -24.4% | -11.5% |
| 5Y | +47.4% | +63.0% | -15.6% | -5.7% |
| 10Y | +120.6% | +241.4% | -120.9% | -27.2% |
| All | +622.7% | +623.5% | -0.8% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling