+99.6%
GOOG vs S
-71.0%
+170.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.3% | +7.9% | +2.8% |
| 7D | +4.8% | +4.1% | +0.8% | +4.0% |
| 30D | -15.5% | -7.2% | -8.3% | -14.7% |
| 3M | -13.7% | 0.0% | -13.6% | -14.7% |
| 6M | -23.0% | +41.6% | -64.6% | -29.0% |
| YTD | -5.7% | +48.6% | -54.3% | -14.6% |
| 1Y | +3.0% | +30.0% | -27.0% | -4.6% |
| 3Y | +122.4% | +42.2% | +80.2% | +92.5% |
| All | +99.6% | -71.0% | +170.6% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling