+130.2%
SRE vs VMC
+125.2%
+4.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | +1.8% | -1.3% | +3.0% | +2.0% |
| 30D | -3.0% | +15.5% | -18.4% | -6.4% |
| 3M | -7.3% | +0.6% | -7.8% | -7.7% |
| 6M | -11.9% | +2.1% | -14.0% | -12.9% |
| YTD | -7.9% | -1.6% | -6.3% | -8.5% |
| 1Y | -11.1% | -1.2% | -10.0% | -11.8% |
| 3Y | +24.8% | +35.3% | -10.5% | +13.9% |
| 5Y | +52.4% | +43.6% | +8.8% | +35.0% |
| All | +130.2% | +125.2% | +4.9% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling