+2,260.0%
VGT vs SRE
+1,028.2%
+1,231.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +1.5% | +1.5% | 0.0% | +0.8% |
| 30D | +0.5% | +0.8% | -0.3% | -0.1% |
| 3M | +5.3% | -5.8% | +11.0% | +7.5% |
| 6M | +32.4% | -7.8% | +40.2% | +35.9% |
| YTD | +28.6% | -2.4% | +30.9% | +28.3% |
| 1Y | +37.6% | +8.9% | +28.7% | +30.5% |
| 3Y | +125.5% | +31.1% | +94.4% | +89.9% |
| 5Y | +135.2% | +48.6% | +86.6% | +84.4% |
| 10Y | +812.9% | +126.1% | +686.7% | +448.4% |
| All | +2,260.0% | +1,028.2% | +1,231.8% | +545.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling