+37.7%
SRE vs VLTO
+27.2%
+10.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | -0.3% | -2.3% | +2.0% | +0.1% |
| 30D | -0.7% | -0.9% | +0.1% | -0.6% |
| 3M | -6.3% | +13.8% | -20.1% | -9.1% |
| 6M | -10.7% | +2.0% | -12.7% | -11.2% |
| YTD | -3.5% | -3.2% | -0.3% | -3.0% |
| 1Y | +5.3% | -9.2% | +14.5% | +7.6% |
| All | +37.7% | +27.2% | +10.5% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling