+1,507.7%
SRE vs VSH
+428.6%
+1,079.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.1% | -1.2% |
| 7D | -0.3% | +4.1% | -4.4% | -0.9% |
| 30D | -0.7% | -4.2% | +3.4% | -0.4% |
| 3M | -6.3% | -50.0% | +43.7% | +1.6% |
| 6M | -10.7% | +80.2% | -90.8% | -20.3% |
| YTD | -3.5% | +121.1% | -124.6% | -16.7% |
| 1Y | +5.3% | +112.0% | -106.7% | -9.0% |
| 3Y | +31.8% | +22.5% | +9.3% | +20.2% |
| 5Y | +47.4% | +64.0% | -16.7% | +27.4% |
| 10Y | +120.6% | +170.4% | -49.8% | +72.6% |
| All | +1,507.7% | +428.6% | +1,079.1% | +875.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling