+44.5%
GOOG vs SE
-38.5%
+83.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -2.2% | -6.1% | +3.9% | -1.4% |
| 30D | -6.9% | -2.5% | -4.4% | -6.8% |
| 3M | -9.1% | +21.7% | -30.9% | -12.1% |
| 6M | +10.6% | +27.0% | -16.4% | +5.6% |
| YTD | +7.0% | -12.1% | +19.1% | +6.0% |
| 1Y | +44.5% | -40.9% | +85.4% | +47.4% |
| All | +44.5% | -38.5% | +83.0% | +47.4% |
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