+7.1%
VG vs SRE
+6.2%
+0.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +1.7% | -0.3% | +2.0% | +1.7% |
| 30D | +16.0% | -0.7% | +16.7% | +16.2% |
| 3M | +9.7% | -6.3% | +16.0% | +12.1% |
| 6M | +29.6% | -10.7% | +40.2% | +33.0% |
| YTD | +112.0% | -3.5% | +115.5% | +105.1% |
| All | +7.1% | +6.2% | +0.8% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling