+136.0%
GOOG vs SRE
+45.6%
+90.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | 0.0% | -0.8% | +0.9% | +0.2% |
| 30D | -2.0% | -3.0% | +1.0% | -1.4% |
| 3M | -5.9% | -8.3% | +2.4% | -4.2% |
| 6M | +8.9% | -8.9% | +17.8% | +10.8% |
| YTD | +7.1% | -4.3% | +11.4% | +7.4% |
| 1Y | +39.7% | +2.7% | +36.9% | +37.4% |
| 3Y | +145.8% | +28.7% | +117.2% | +118.4% |
| All | +136.0% | +45.6% | +90.5% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling