-14.1%
SRE vs VSH
-18.4%
+4.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +1.0% |
| 7D | -1.1% | +26.2% | -27.3% | -1.3% |
| 30D | -4.1% | -12.5% | +8.4% | -4.3% |
| 3M | -7.3% | -16.9% | +9.6% | -7.4% |
| 6M | -14.1% | -17.0% | +2.8% | -14.3% |
| All | -14.1% | -18.4% | +4.2% | -14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling