+140.7%
GOOG vs SE
+178.2%
-37.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -1.4% |
| 7D | -1.6% | -3.6% | +2.1% | -1.0% |
| 30D | -7.7% | -5.3% | -2.4% | -7.2% |
| 3M | -9.3% | +28.1% | -37.4% | -13.4% |
| 6M | +7.4% | +20.7% | -13.2% | +3.1% |
| YTD | +4.9% | -14.8% | +19.6% | +5.8% |
| 1Y | +37.2% | -43.6% | +80.8% | +48.0% |
| All | +140.7% | +178.2% | -37.5% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling