+45.5%
SRE vs VSXY
+22.6%
+22.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.0% |
| 7D | -0.8% | +0.1% | -1.0% | -0.8% |
| 30D | -3.0% | -18.7% | +15.7% | -1.9% |
| 3M | -8.3% | -4.0% | -4.3% | -8.3% |
| 6M | -8.9% | +67.5% | -76.4% | -12.8% |
| YTD | -4.3% | +39.7% | -43.9% | -7.6% |
| 1Y | +2.7% | +180.0% | -177.2% | -6.0% |
| 3Y | +28.7% | +337.3% | -308.6% | +10.7% |
| All | +45.5% | +22.6% | +22.8% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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