+780.7%
GOOG vs SRE
+122.3%
+658.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | 0.0% | -0.8% | +0.9% | +0.3% |
| 30D | -2.0% | -3.0% | +1.0% | -1.2% |
| 3M | -5.9% | -8.3% | +2.4% | -3.7% |
| 6M | +8.9% | -8.9% | +17.8% | +11.3% |
| YTD | +7.1% | -4.3% | +11.4% | +7.6% |
| 1Y | +39.7% | +2.7% | +36.9% | +37.1% |
| 3Y | +145.8% | +28.7% | +117.2% | +118.0% |
| 5Y | +138.6% | +47.1% | +91.5% | +100.7% |
| All | +780.7% | +122.3% | +658.3% | +551.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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