+3.6%
GOOG vs SM
+70.4%
-66.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -15.3% | +18.5% | +0.9% |
| 7D | -10.7% | -21.5% | +10.7% | -13.7% |
| 30D | -16.4% | -11.4% | -5.1% | -17.6% |
| 3M | -23.4% | +0.6% | -24.0% | -22.7% |
| 6M | -24.2% | +0.2% | -24.5% | -22.7% |
| YTD | -8.3% | +69.7% | -77.9% | -1.9% |
| 1Y | +3.6% | +71.6% | -68.0% | +12.5% |
| All | +3.6% | +70.4% | -66.8% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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