+48.3%
SRE vs VOO
+80.3%
-32.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -0.7% | -2.0% | +1.3% | +0.4% |
| 30D | -1.7% | -1.7% | -0.1% | -0.9% |
| 3M | -7.1% | +4.7% | -11.8% | -9.6% |
| 6M | -8.4% | +12.6% | -20.9% | -14.6% |
| YTD | -3.5% | +11.8% | -15.3% | -9.8% |
| 1Y | +5.4% | +17.5% | -12.2% | -4.4% |
| 3Y | +29.5% | +77.0% | -47.5% | -7.4% |
| 5Y | +48.3% | +82.6% | -34.3% | +0.1% |
| All | +48.3% | +80.3% | -32.0% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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