+51.3%
SRE vs VSH
+46.9%
+4.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +1.4% |
| 7D | -1.1% | +26.2% | -27.3% | -3.5% |
| 30D | -4.1% | -12.5% | +8.4% | -3.3% |
| 3M | -7.3% | -16.9% | +9.6% | -6.3% |
| 6M | -14.1% | -17.0% | +2.8% | -15.6% |
| YTD | -8.5% | +93.8% | -102.3% | -21.9% |
| 1Y | -12.0% | +99.3% | -111.4% | -25.4% |
| 3Y | +23.4% | +35.0% | -11.6% | +7.7% |
| 5Y | +51.3% | +45.8% | +5.5% | +26.0% |
| All | +51.3% | +46.9% | +4.4% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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