+3.6%
GOOG vs SE
-48.0%
+51.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.5% | -1.2% | +2.6% |
| 7D | -10.7% | +6.7% | -17.4% | -11.6% |
| 30D | -16.4% | -17.2% | +0.8% | -14.2% |
| 3M | -23.4% | -28.0% | +4.6% | -20.1% |
| 6M | -24.2% | -6.1% | -18.1% | -24.4% |
| YTD | -8.3% | -37.1% | +28.9% | -4.6% |
| 1Y | +3.6% | -48.8% | +52.4% | +14.5% |
| All | +3.6% | -48.0% | +51.6% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling