+138.3%
GOOGL vs SRE
+46.9%
+91.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | -2.8% | -0.7% | -2.1% | -2.7% |
| 30D | -3.2% | -1.7% | -1.5% | -2.9% |
| 3M | -6.6% | -7.1% | +0.5% | -5.3% |
| 6M | +8.5% | -8.4% | +16.8% | +10.2% |
| YTD | +6.5% | -3.5% | +10.0% | +6.5% |
| 1Y | +39.4% | +5.4% | +34.0% | +36.2% |
| 3Y | +146.2% | +29.5% | +116.7% | +118.3% |
| 5Y | +138.3% | +48.3% | +90.0% | +104.4% |
| All | +138.3% | +46.9% | +91.4% | +104.4% |
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