+1,250.4%
VUG vs SRE
+1,015.3%
+235.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | -0.3% | -0.7% | +0.4% | -0.3% |
| 3M | -0.7% | -6.3% | +5.6% | +1.6% |
| 6M | +14.6% | -10.7% | +25.3% | +19.3% |
| YTD | +9.0% | -3.5% | +12.5% | +9.4% |
| 1Y | +14.9% | +5.3% | +9.6% | +10.5% |
| 3Y | +86.0% | +31.8% | +54.3% | +56.1% |
| 5Y | +76.7% | +47.4% | +29.3% | +38.9% |
| 10Y | +411.3% | +120.6% | +290.7% | +208.5% |
| All | +1,250.4% | +1,015.3% | +235.1% | +272.1% |
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 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