+48.6%
SRE vs VMC
+48.3%
+0.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | +0.3% |
| 7D | +1.5% | -5.3% | +6.8% | +2.9% |
| 30D | +0.8% | -12.3% | +13.1% | +4.2% |
| 3M | -5.8% | -10.3% | +4.5% | -3.6% |
| 6M | -7.8% | -8.6% | +0.8% | -6.4% |
| YTD | -2.4% | -11.9% | +9.5% | -0.1% |
| 1Y | +8.9% | -13.9% | +22.8% | +12.0% |
| 3Y | +31.1% | +18.2% | +12.9% | +21.6% |
| 5Y | +48.6% | +47.7% | +0.9% | +28.0% |
| All | +48.6% | +48.3% | +0.4% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling