-11.9%
SRE vs VSH
-26.5%
+14.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +0.8% |
| 7D | +1.8% | +14.3% | -12.6% | +1.5% |
| 30D | -3.0% | -7.9% | +4.9% | -3.1% |
| 3M | -7.3% | -19.9% | +12.6% | -7.2% |
| 6M | -11.9% | -30.5% | +18.6% | -12.8% |
| All | -11.9% | -26.5% | +14.6% | -12.8% |
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