+170.2%
GOOG vs S
-57.1%
+227.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -2.0% | -11.4% | +9.5% | -0.2% |
| 3M | -5.9% | +33.8% | -39.7% | -11.1% |
| 6M | +8.9% | +39.5% | -30.6% | +1.4% |
| YTD | +7.1% | +31.7% | -24.6% | +0.3% |
| 1Y | +39.7% | +7.0% | +32.7% | +35.1% |
| 3Y | +145.8% | +11.8% | +134.1% | +126.2% |
| 5Y | +138.6% | -69.0% | +207.6% | +145.6% |
| All | +170.2% | -57.1% | +227.3% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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