+59.9%
VEA vs SRE
+45.6%
+14.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -1.5% | -0.8% | -0.6% | -1.2% |
| 30D | -0.8% | -3.0% | +2.2% | -0.2% |
| 3M | +2.5% | -8.3% | +10.8% | +4.6% |
| 6M | +11.1% | -8.9% | +20.1% | +13.4% |
| YTD | +17.2% | -4.3% | +21.4% | +17.8% |
| 1Y | +24.5% | +2.7% | +21.8% | +22.6% |
| 3Y | +75.4% | +28.7% | +46.8% | +54.7% |
| All | +59.9% | +45.6% | +14.3% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 5y: compounded portfolio wealth divided by compounded SRE 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…
5y analysis · Full analysis span regression · 6 months rolling