+408.8%
GOOG vs SITM
+4,437.5%
-4,028.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | -1.6% | +3.7% | -5.3% | -2.2% |
| 30D | -7.7% | -14.5% | +6.8% | -5.7% |
| 3M | -9.3% | -10.6% | +1.3% | -9.4% |
| 6M | +7.4% | +65.5% | -58.1% | -4.6% |
| YTD | +4.9% | +67.0% | -62.2% | -8.0% |
| 1Y | +37.2% | +138.6% | -101.4% | +12.0% |
| 3Y | +141.6% | +421.8% | -280.2% | +60.1% |
| 5Y | +128.8% | +172.4% | -43.7% | +55.5% |
| All | +408.8% | +4,437.5% | -4,028.7% | +139.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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