-7.7%
SRE vs VMC
+3.7%
-11.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.6% | -7.5% | -3.4% |
| 7D | -2.1% | +12.3% | -14.4% | -3.4% |
| 30D | +6.1% | +21.2% | -15.2% | +3.7% |
| 3M | -3.5% | +4.6% | -8.1% | -4.0% |
| 6M | -10.8% | +3.9% | -14.7% | -11.1% |
| YTD | -4.0% | +5.0% | -8.9% | -5.3% |
| 1Y | -7.7% | +2.6% | -10.3% | -8.5% |
| All | -7.7% | +3.7% | -11.4% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling