+5.1%
GOOG vs S
+30.9%
-25.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +3.0% | +2.0% | +1.1% | +2.8% |
| 30D | -14.9% | -2.7% | -12.2% | -14.8% |
| 3M | -14.9% | -6.9% | -8.0% | -14.8% |
| 6M | -26.6% | +38.1% | -64.7% | -29.2% |
| YTD | -6.6% | +48.0% | -54.6% | -10.2% |
| 1Y | +5.1% | +34.5% | -29.4% | +0.7% |
| All | +5.1% | +30.9% | -25.8% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling