+75.0%
VTI vs SRE
+45.6%
+29.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -0.9% | -0.8% | -0.1% | -0.7% |
| 30D | -1.4% | -3.0% | +1.6% | -0.7% |
| 3M | +3.6% | -8.3% | +11.9% | +6.0% |
| 6M | +13.6% | -8.9% | +22.5% | +16.3% |
| YTD | +12.9% | -4.3% | +17.2% | +13.5% |
| 1Y | +17.2% | +2.7% | +14.5% | +14.9% |
| 3Y | +75.7% | +28.7% | +47.0% | +52.2% |
| All | +75.0% | +45.6% | +29.5% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling