+39.7%
GOOG vs SE
-45.5%
+85.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +1.7% |
| 7D | 0.0% | -5.2% | +5.3% | +0.8% |
| 30D | -2.0% | -17.1% | +15.1% | +0.4% |
| 3M | -5.9% | +24.0% | -29.8% | -9.1% |
| 6M | +8.9% | +21.0% | -12.1% | +4.7% |
| YTD | +7.1% | -16.7% | +23.8% | +6.8% |
| 1Y | +39.7% | -45.9% | +85.6% | +42.4% |
| All | +39.7% | -45.5% | +85.2% | +42.4% |
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