+494.2%
GOOGL vs SE
+363.8%
+130.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | +3.9% | -0.5% | +4.3% | +3.9% |
| 30D | -14.9% | -20.9% | +6.0% | -11.4% |
| 3M | -14.6% | -38.9% | +24.3% | -6.9% |
| 6M | -26.4% | -19.4% | -7.0% | -24.3% |
| YTD | -5.3% | -40.9% | +35.6% | +2.1% |
| 1Y | +6.5% | -46.2% | +52.6% | +16.6% |
| 3Y | +126.0% | +63.7% | +62.3% | +95.2% |
| 5Y | +100.8% | -77.9% | +178.7% | +125.6% |
| All | +494.2% | +363.8% | +130.4% | +268.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling