+1,088.3%
VST vs SRE
+110.2%
+978.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.2% |
| 7D | +19.2% | -1.1% | +20.2% | +19.8% |
| 30D | -17.2% | -4.1% | -13.0% | -15.1% |
| 3M | -8.1% | -7.3% | -0.8% | -4.2% |
| 6M | -8.1% | -14.1% | +6.0% | 0.0% |
| YTD | -16.3% | -8.5% | -7.7% | -11.9% |
| 1Y | -24.1% | -12.0% | -12.1% | -18.4% |
| 3Y | +300.2% | +23.4% | +276.8% | +246.1% |
| 5Y | +645.9% | +51.3% | +594.6% | +474.7% |
| 10Y | +1,152.2% | +126.3% | +1,025.9% | +776.4% |
| All | +1,088.3% | +110.2% | +978.2% | +769.8% |
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