+137.9%
VGT vs SRE
+45.6%
+92.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -0.2% | -0.8% | +0.7% | 0.0% |
| 30D | -0.4% | -3.0% | +2.6% | +0.2% |
| 3M | +4.4% | -8.3% | +12.7% | +6.6% |
| 6M | +32.1% | -8.9% | +41.0% | +34.7% |
| YTD | +28.8% | -4.3% | +33.0% | +29.1% |
| 1Y | +35.3% | +2.7% | +32.6% | +32.5% |
| 3Y | +124.8% | +28.7% | +96.1% | +96.2% |
| All | +137.9% | +45.6% | +92.3% | +102.4% |
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