+948.7%
VTI vs SRE
+1,430.1%
-481.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.4% | +1.5% | -1.8% | -1.0% |
| 30D | -1.6% | +0.8% | -2.4% | -2.2% |
| 3M | +3.6% | -5.8% | +9.3% | +5.9% |
| 6M | +13.0% | -7.8% | +20.8% | +16.2% |
| YTD | +12.7% | -2.4% | +15.0% | +12.7% |
| 1Y | +18.4% | +8.9% | +9.5% | +12.4% |
| 3Y | +76.4% | +31.1% | +45.4% | +49.0% |
| 5Y | +73.7% | +48.6% | +25.1% | +36.7% |
| 10Y | +302.5% | +126.1% | +176.4% | +144.4% |
| All | +948.7% | +1,430.1% | -481.4% | +163.4% |
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 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