+31.4%
SRE vs VLTO
+56.4%
-24.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +1.8% | +1.0% | +0.8% | +1.6% |
| 30D | -3.0% | +17.5% | -20.5% | -6.0% |
| 3M | -7.3% | +21.4% | -28.6% | -10.8% |
| 6M | -11.9% | +38.1% | -50.0% | -17.7% |
| YTD | -7.9% | +19.0% | -26.9% | -11.1% |
| 1Y | -11.1% | +20.7% | -31.8% | -14.7% |
| 3Y | +24.8% | +64.3% | -39.5% | +14.7% |
| All | +31.4% | +56.4% | -24.9% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling