+1,187.3%
VUG vs SRE
+964.5%
+222.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | +2.5% | +1.8% | +0.8% | +1.7% |
| 30D | -6.3% | -3.0% | -3.3% | -5.2% |
| 3M | -6.0% | -7.3% | +1.2% | -3.4% |
| 6M | -3.5% | -11.9% | +8.3% | +1.0% |
| YTD | +3.9% | -7.9% | +11.8% | +6.2% |
| 1Y | +5.1% | -11.1% | +16.3% | +9.0% |
| 3Y | +77.9% | +24.8% | +53.1% | +52.8% |
| 5Y | +62.4% | +52.4% | +10.0% | +25.4% |
| 10Y | +399.4% | +127.9% | +271.5% | +195.4% |
| All | +1,187.3% | +964.5% | +222.8% | +261.2% |
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