+38.3%
GOOG vs SM
+51.5%
-13.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.7% |
| 7D | -2.5% | +2.1% | -4.6% | -2.2% |
| 30D | -3.6% | +18.1% | -21.7% | -1.4% |
| 3M | -6.4% | +17.0% | -23.4% | -3.9% |
| 6M | +7.8% | +55.4% | -47.6% | +13.5% |
| YTD | +5.5% | +108.6% | -103.1% | +12.2% |
| 1Y | +38.3% | +45.7% | -7.4% | +46.7% |
| All | +38.3% | +51.5% | -13.2% | +46.7% |
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 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