+13,164.2%
GOOG vs SRE
+862.2%
+12,302.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -1.9% |
| 7D | -1.6% | +1.5% | -3.0% | -2.1% |
| 30D | -7.7% | +0.8% | -8.5% | -8.2% |
| 3M | -9.3% | -5.8% | -3.5% | -7.6% |
| 6M | +7.4% | -7.8% | +15.2% | +10.0% |
| YTD | +4.9% | -2.4% | +7.2% | +4.7% |
| 1Y | +37.2% | +8.9% | +28.3% | +31.0% |
| 3Y | +141.6% | +31.1% | +110.5% | +107.2% |
| 5Y | +128.8% | +48.6% | +80.1% | +83.8% |
| 10Y | +772.7% | +126.1% | +646.6% | +449.9% |
| All | +13,164.2% | +862.2% | +12,302.0% | +4,333.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling