+1,199.2%
VUG vs SRE
+957.0%
+242.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | +4.4% | -1.1% | +5.5% | +4.9% |
| 30D | -7.3% | -4.1% | -3.2% | -5.8% |
| 3M | -4.2% | -7.3% | +3.1% | -1.5% |
| 6M | -1.6% | -14.1% | +12.5% | +4.2% |
| YTD | +4.9% | -8.5% | +13.4% | +7.5% |
| 1Y | +3.8% | -12.0% | +15.8% | +8.1% |
| 3Y | +79.4% | +23.4% | +56.1% | +55.0% |
| 5Y | +63.9% | +51.3% | +12.6% | +27.0% |
| 10Y | +404.0% | +126.3% | +277.8% | +199.1% |
| All | +1,199.2% | +957.0% | +242.2% | +265.6% |
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