+1,142.3%
VST vs SRE
+120.6%
+1,021.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +10.9% | -5.6% | +16.6% | +14.7% |
| 30D | -15.6% | -4.5% | -11.1% | -13.3% |
| 3M | -7.8% | -7.7% | 0.0% | -3.6% |
| 6M | -12.0% | -14.4% | +2.5% | -4.0% |
| YTD | -16.9% | -9.4% | -7.5% | -12.2% |
| 1Y | -25.1% | -13.8% | -11.2% | -18.5% |
| 3Y | +297.1% | +22.2% | +274.9% | +245.4% |
| 5Y | +641.9% | +50.5% | +591.5% | +473.8% |
| 10Y | +1,142.3% | +124.1% | +1,018.2% | +890.5% |
| All | +1,142.3% | +120.6% | +1,021.7% | +890.5% |
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 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