+118.2%
SRE vs VTRS
-48.4%
+166.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -0.8% | -2.2% | +1.4% | -0.6% |
| 30D | -3.0% | +3.3% | -6.3% | -3.5% |
| 3M | -8.3% | +2.0% | -10.3% | -8.7% |
| 6M | -8.9% | +19.9% | -28.9% | -11.4% |
| YTD | -4.3% | +35.7% | -40.0% | -8.7% |
| 1Y | +2.7% | +68.1% | -65.4% | -5.0% |
| 3Y | +28.7% | +87.1% | -58.4% | +15.9% |
| 5Y | +47.1% | +47.6% | -0.5% | +34.2% |
| All | +118.2% | -48.4% | +166.6% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling