-13.2%
SRE vs VT
+10.5%
-23.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -9.2% | -2.3% | -6.9% | -8.7% |
| 30D | -1.9% | -5.0% | +3.0% | -1.1% |
| 3M | -6.5% | -4.9% | -1.7% | -5.8% |
| 6M | -15.2% | -1.5% | -13.7% | -15.3% |
| YTD | -9.5% | +8.5% | -17.9% | -12.8% |
| 1Y | -13.2% | +11.4% | -24.6% | -17.5% |
| All | -13.2% | +10.5% | -23.7% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling