+120.0%
SRE vs VO
+197.9%
-78.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.5% |
| 7D | -0.7% | -2.5% | +1.8% | +1.1% |
| 30D | -1.7% | -3.2% | +1.5% | +0.5% |
| 3M | -7.1% | +3.9% | -11.0% | -9.7% |
| 6M | -8.4% | +9.6% | -18.0% | -14.4% |
| YTD | -3.5% | +11.6% | -15.1% | -11.1% |
| 1Y | +5.4% | +12.6% | -7.2% | -3.6% |
| 3Y | +29.5% | +55.4% | -25.9% | -5.9% |
| 5Y | +48.3% | +41.8% | +6.5% | +12.9% |
| All | +120.0% | +197.9% | -78.0% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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