+1,019.3%
SRE vs VO
+827.2%
+192.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -0.3% | -0.3% | -0.1% | -0.2% |
| 30D | -0.7% | -0.3% | -0.4% | -0.6% |
| 3M | -6.3% | +2.9% | -9.3% | -8.3% |
| 6M | -10.7% | +9.3% | -20.0% | -16.1% |
| YTD | -3.5% | +14.2% | -17.7% | -12.1% |
| 1Y | +5.3% | +15.3% | -10.0% | -4.8% |
| 3Y | +31.8% | +56.2% | -24.5% | -3.1% |
| 5Y | +47.4% | +42.4% | +4.9% | +13.3% |
| 10Y | +120.6% | +194.7% | -74.2% | +2.5% |
| All | +1,019.3% | +827.2% | +192.0% | +121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling