+13,507.3%
GOOGL vs SRE
+851.2%
+12,656.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -6.6% | -0.7% | -5.8% | -6.5% |
| 3M | -8.9% | -6.3% | -2.6% | -7.1% |
| 6M | +11.9% | -10.7% | +22.5% | +16.0% |
| YTD | +8.3% | -3.5% | +11.8% | +8.7% |
| 1Y | +46.2% | +5.3% | +40.9% | +41.4% |
| 3Y | +151.9% | +31.8% | +120.1% | +115.0% |
| 5Y | +137.7% | +47.4% | +90.3% | +91.2% |
| 10Y | +757.6% | +120.6% | +637.0% | +444.3% |
| All | +13,507.3% | +851.2% | +12,656.1% | +4,456.1% |
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