+170.1%
GOOG vs S
-56.8%
+226.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.1% |
| 7D | -2.1% | -7.7% | +5.6% | -0.8% |
| 30D | -6.8% | -5.3% | -1.5% | -6.3% |
| 3M | -9.1% | +20.3% | -29.3% | -12.5% |
| 6M | +10.7% | +47.4% | -36.7% | +2.0% |
| YTD | +7.1% | +32.5% | -25.5% | +0.2% |
| 1Y | +44.6% | +9.5% | +35.1% | +39.3% |
| 3Y | +147.4% | +15.5% | +131.9% | +126.1% |
| 5Y | +133.8% | -71.2% | +205.0% | +141.7% |
| All | +170.1% | -56.8% | +226.9% | +172.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling