+755.6%
GOOGL vs SRE
+122.3%
+633.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | -1.4% | -3.0% | +1.6% | -0.6% |
| 3M | -5.3% | -8.3% | +3.0% | -3.2% |
| 6M | +9.8% | -8.9% | +18.7% | +12.2% |
| YTD | +8.4% | -4.3% | +12.6% | +8.8% |
| 1Y | +41.2% | +2.7% | +38.5% | +38.5% |
| 3Y | +149.6% | +28.7% | +120.9% | +120.9% |
| 5Y | +142.6% | +47.1% | +95.4% | +103.4% |
| All | +755.6% | +122.3% | +633.2% | +527.6% |
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