-44.6%
VG vs SRE
+2.1%
-46.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.3% |
| 7D | +14.0% | +1.8% | +12.2% | +12.8% |
| 30D | -1.0% | -3.0% | +2.0% | +0.9% |
| 3M | -2.7% | -7.3% | +4.6% | +1.6% |
| 6M | +1.5% | -11.9% | +13.4% | +9.3% |
| YTD | +93.7% | -7.9% | +101.6% | +98.4% |
| 1Y | +68.5% | -11.1% | +79.7% | +78.1% |
| All | -44.6% | +2.1% | -46.7% | -56.0% |
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