+1,205.2%
VST vs SRE
+110.3%
+1,094.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +6.9% |
| 7D | -0.5% | -8.4% | +7.9% | +4.8% |
| 30D | -17.1% | -3.2% | -13.9% | -15.5% |
| 3M | -4.6% | -5.3% | +0.7% | -1.7% |
| 6M | -9.1% | -12.6% | +3.5% | -2.1% |
| YTD | -16.6% | -8.8% | -7.9% | -12.2% |
| 1Y | -29.5% | -13.4% | -16.1% | -23.6% |
| 3Y | +297.5% | +24.4% | +273.1% | +242.5% |
| 5Y | +654.5% | +47.3% | +607.2% | +491.1% |
| 10Y | +1,205.2% | +116.7% | +1,088.6% | +935.4% |
| All | +1,205.2% | +110.3% | +1,094.9% | +935.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling