+28.7%
SRE vs VYM
+65.1%
-36.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.4% |
| 7D | -0.8% | -0.8% | 0.0% | -0.1% |
| 30D | -3.0% | -2.2% | -0.8% | -1.0% |
| 3M | -8.3% | +3.1% | -11.4% | -11.0% |
| 6M | -8.9% | +9.7% | -18.6% | -16.8% |
| YTD | -4.3% | +14.9% | -19.2% | -16.6% |
| 1Y | +2.7% | +17.6% | -14.8% | -12.5% |
| 3Y | +28.7% | +65.3% | -36.6% | -23.1% |
| All | +28.7% | +65.1% | -36.4% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling