+575.0%
GOOG vs SE
+562.7%
+12.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.8% |
| 7D | -2.5% | -4.8% | +2.3% | -1.6% |
| 30D | -3.6% | -18.1% | +14.5% | -0.2% |
| 3M | -6.4% | +30.6% | -37.1% | -11.3% |
| 6M | +7.8% | +20.8% | -13.0% | +3.2% |
| YTD | +5.5% | -15.6% | +21.1% | +6.9% |
| 1Y | +38.3% | -44.2% | +82.5% | +50.5% |
| 3Y | +143.1% | +181.5% | -38.5% | +90.3% |
| 5Y | +135.0% | -66.9% | +201.9% | +145.4% |
| All | +575.0% | +562.7% | +12.3% | +291.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling