+122.1%
VGT vs SRE
+29.3%
+92.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.8% |
| 7D | -1.0% | -0.7% | -0.4% | -0.9% |
| 30D | -0.4% | -1.7% | +1.3% | -0.2% |
| 3M | +6.6% | -7.1% | +13.7% | +7.8% |
| 6M | +31.0% | -8.4% | +39.4% | +32.6% |
| YTD | +27.2% | -3.5% | +30.8% | +27.2% |
| 1Y | +34.5% | +5.4% | +29.1% | +31.6% |
| All | +122.1% | +29.3% | +92.8% | +106.5% |
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