+37.2%
GOOG vs ES
+17.2%
+20.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.1% |
| 7D | -1.6% | 0.0% | -1.6% | -1.5% |
| 30D | -7.7% | -1.0% | -6.6% | -7.7% |
| 3M | -9.3% | +1.5% | -10.8% | -9.6% |
| 6M | +7.4% | -3.5% | +10.9% | +6.5% |
| YTD | +4.9% | +7.0% | -2.1% | +5.1% |
| 1Y | +37.2% | +15.3% | +21.9% | +34.2% |
| All | +37.2% | +17.2% | +20.0% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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