+1,535.1%
SRE vs VTR
+2,278.4%
-743.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +1.4% | -2.4% | +3.8% | +2.0% |
| 30D | +1.9% | -3.7% | +5.6% | +2.7% |
| 3M | -3.3% | +13.5% | -16.8% | -6.2% |
| 6M | -6.4% | +7.2% | -13.6% | -8.1% |
| YTD | -1.8% | +17.6% | -19.4% | -5.6% |
| 1Y | +10.7% | +35.4% | -24.6% | +3.1% |
| 3Y | +31.8% | +132.8% | -101.1% | +8.4% |
| 5Y | +49.2% | +88.7% | -39.5% | +27.4% |
| 10Y | +118.5% | +87.6% | +30.9% | +76.7% |
| All | +1,535.1% | +2,278.4% | -743.4% | +923.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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