+41.2%
GOOGL vs SRE
+4.6%
+36.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | 0.0% | -0.8% | +0.8% | 0.0% |
| 30D | -1.4% | -3.0% | +1.6% | -1.4% |
| 3M | -5.3% | -8.3% | +3.0% | -5.4% |
| 6M | +9.8% | -8.9% | +18.7% | +9.7% |
| YTD | +8.4% | -4.3% | +12.6% | +7.3% |
| 1Y | +41.2% | +2.7% | +38.5% | +42.5% |
| All | +41.2% | +4.6% | +36.6% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling