+1,112.0%
VST vs SRE
+108.6%
+1,003.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.1% | +12.6% | +11.7% |
| 7D | -9.8% | -9.2% | -0.6% | -4.6% |
| 30D | -25.1% | -1.9% | -23.2% | -24.3% |
| 3M | -11.6% | -6.5% | -5.0% | -8.3% |
| 6M | -20.9% | -15.2% | -5.7% | -13.4% |
| YTD | -22.3% | -9.5% | -12.8% | -17.9% |
| 1Y | -32.0% | -13.2% | -18.8% | -26.4% |
| 3Y | +262.4% | +19.5% | +242.9% | +219.5% |
| 5Y | +563.4% | +43.6% | +519.8% | +427.5% |
| All | +1,112.0% | +108.6% | +1,003.4% | +836.3% |
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