+780.7%
GOOG vs SM
+23.0%
+757.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | 0.0% | +4.6% | -4.5% | -0.3% |
| 30D | -2.0% | +18.2% | -20.2% | -3.4% |
| 3M | -5.9% | +22.5% | -28.4% | -7.8% |
| 6M | +8.9% | +50.6% | -41.7% | +4.0% |
| YTD | +7.1% | +108.1% | -101.0% | -0.9% |
| 1Y | +39.7% | +46.0% | -6.3% | +33.1% |
| 3Y | +145.8% | +2.9% | +143.0% | +137.6% |
| 5Y | +138.6% | +112.6% | +26.0% | +112.0% |
| All | +780.7% | +23.0% | +757.7% | +541.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling