-46.6%
VG vs SRE
+0.4%
-47.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +5.5% | -5.6% | +11.1% | +9.2% |
| 30D | -3.6% | -4.5% | +0.9% | -0.8% |
| 3M | -4.0% | -7.7% | +3.7% | +0.5% |
| 6M | +9.4% | -14.4% | +23.8% | +20.0% |
| YTD | +86.6% | -9.4% | +96.0% | +93.0% |
| 1Y | +69.5% | -13.8% | +83.4% | +82.7% |
| All | -46.6% | +0.4% | -47.0% | -57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling