+135.0%
GOOG vs SM
+108.0%
+27.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -2.5% | +2.1% | -4.6% | -2.7% |
| 30D | -3.6% | +18.1% | -21.7% | -5.1% |
| 3M | -6.4% | +17.0% | -23.4% | -8.1% |
| 6M | +7.8% | +55.4% | -47.6% | +1.5% |
| YTD | +5.5% | +108.6% | -103.1% | -4.7% |
| 1Y | +38.3% | +45.7% | -7.4% | +30.7% |
| 3Y | +143.1% | -0.3% | +143.4% | +133.8% |
| 5Y | +135.0% | +113.0% | +22.0% | +97.7% |
| All | +135.0% | +108.0% | +27.0% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling