+52.6%
SRE vs VSXY
+37.7%
+14.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.3% |
| 7D | +1.5% | -10.7% | +12.2% | +2.0% |
| 30D | +0.8% | -24.3% | +25.1% | +2.3% |
| 3M | -5.8% | +1.0% | -6.8% | -6.1% |
| 6M | -7.8% | +57.4% | -65.2% | -11.2% |
| YTD | -2.4% | +39.8% | -42.1% | -5.6% |
| 1Y | +8.9% | +196.5% | -187.6% | -0.2% |
| 3Y | +31.1% | +357.2% | -326.2% | +13.7% |
| 5Y | +48.6% | +18.9% | +29.7% | +35.8% |
| All | +52.6% | +37.7% | +14.9% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling