+11.4%
VT vs SRE
-12.9%
+24.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.4% |
| 7D | -2.3% | -9.2% | +6.9% | -1.7% |
| 30D | -5.0% | -1.9% | -3.0% | -4.8% |
| 3M | -4.9% | -6.5% | +1.7% | -4.6% |
| 6M | -1.5% | -15.2% | +13.7% | -0.3% |
| YTD | +8.5% | -9.5% | +17.9% | +8.7% |
| 1Y | +11.4% | -13.2% | +24.6% | +12.4% |
| All | +11.4% | -12.9% | +24.3% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling