+121.0%
GOOG vs SM
-3.9%
+124.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -1.0% |
| 7D | +3.0% | +9.4% | -6.4% | +2.7% |
| 30D | -14.9% | -14.4% | -0.5% | -14.6% |
| 3M | -14.9% | +1.6% | -16.4% | -15.3% |
| 6M | -26.6% | +6.3% | -33.0% | -27.3% |
| YTD | -6.6% | +78.8% | -85.4% | -13.8% |
| 1Y | +5.1% | +83.1% | -78.1% | -3.4% |
| 3Y | +121.0% | -5.9% | +126.9% | +114.1% |
| All | +121.0% | -3.9% | +124.9% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling