+1,403.3%
GOOG vs SFM
+117.5%
+1,285.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.7% |
| 7D | +1.1% | -5.8% | +6.9% | +1.7% |
| 30D | -5.1% | -11.4% | +6.3% | -4.0% |
| 3M | -7.1% | -12.2% | +5.1% | -6.1% |
| 6M | +12.7% | -5.2% | +17.8% | +12.6% |
| YTD | +7.1% | -4.5% | +11.6% | +6.8% |
| 1Y | +43.6% | -45.4% | +89.0% | +51.3% |
| 3Y | +146.8% | +91.1% | +55.7% | +122.5% |
| 5Y | +133.7% | +226.8% | -93.1% | +95.2% |
| 10Y | +773.3% | +291.9% | +481.4% | +587.0% |
| All | +1,403.3% | +117.5% | +1,285.8% | +1,195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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