+48.6%
SRE vs VO
+42.2%
+6.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | +1.5% | -0.6% | +2.0% | +1.8% |
| 30D | +0.8% | -1.9% | +2.8% | +1.9% |
| 3M | -5.8% | +3.3% | -9.0% | -7.7% |
| 6M | -7.8% | +9.7% | -17.5% | -13.1% |
| YTD | -2.4% | +12.6% | -15.0% | -9.5% |
| 1Y | +8.9% | +13.6% | -4.7% | +0.2% |
| 3Y | +31.1% | +56.8% | -25.7% | 0.0% |
| 5Y | +48.6% | +42.3% | +6.3% | +14.9% |
| All | +48.6% | +42.2% | +6.4% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling