+414.3%
VUG vs SRE
+122.3%
+292.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -0.5% | -0.8% | +0.3% | -0.2% |
| 30D | -1.0% | -3.0% | +2.0% | -0.1% |
| 3M | +3.5% | -8.3% | +11.8% | +6.1% |
| 6M | +14.2% | -8.9% | +23.1% | +17.0% |
| YTD | +8.5% | -4.3% | +12.8% | +9.0% |
| 1Y | +12.9% | +2.7% | +10.1% | +10.5% |
| 3Y | +85.6% | +28.7% | +57.0% | +62.6% |
| 5Y | +78.1% | +47.1% | +31.0% | +47.5% |
| All | +414.3% | +122.3% | +292.0% | +279.1% |
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