+19.5%
SRE vs VLTO
+69.5%
-50.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.5% | -2.2% |
| 7D | -9.2% | +5.4% | -14.6% | -10.1% |
| 30D | -1.9% | +22.3% | -24.2% | -5.9% |
| 3M | -6.5% | +19.6% | -26.2% | -10.0% |
| 6M | -15.2% | +35.2% | -50.4% | -20.8% |
| YTD | -9.5% | +17.9% | -27.3% | -12.5% |
| 1Y | -13.2% | +19.5% | -32.7% | -16.6% |
| 3Y | +19.5% | +73.9% | -54.4% | +9.2% |
| All | +19.5% | +69.5% | -50.0% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling