+30.2%
SRE vs VLTO
+56.1%
-26.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | -8.4% | +2.0% | -10.4% | -8.7% |
| 30D | -3.2% | +21.8% | -25.0% | -6.8% |
| 3M | -5.3% | +20.2% | -25.5% | -8.7% |
| 6M | -12.6% | +36.3% | -48.9% | -18.1% |
| YTD | -8.8% | +18.8% | -27.6% | -11.9% |
| 1Y | -13.4% | +20.4% | -33.8% | -16.8% |
| 3Y | +24.4% | +71.9% | -47.5% | +13.9% |
| All | +30.2% | +56.1% | -26.0% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling