+459.7%
SRE vs VYM
+484.2%
-24.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | -0.7% | -1.9% | +1.2% | +0.9% |
| 30D | -1.7% | -2.6% | +0.9% | +0.4% |
| 3M | -7.1% | +3.6% | -10.6% | -9.9% |
| 6M | -8.4% | +8.7% | -17.0% | -14.8% |
| YTD | -3.5% | +14.1% | -17.6% | -14.0% |
| 1Y | +5.4% | +17.8% | -12.4% | -8.6% |
| 3Y | +29.5% | +64.5% | -35.0% | -15.1% |
| 5Y | +48.3% | +77.5% | -29.2% | -9.0% |
| 10Y | +123.5% | +206.1% | -82.7% | -13.3% |
| All | +459.7% | +484.2% | -24.4% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling