+97.7%
GOOG vs SM
+5.5%
+92.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | +3.0% | +9.4% | -6.4% | +2.2% |
| 30D | -14.9% | -14.4% | -0.5% | -14.0% |
| 3M | -14.9% | +1.6% | -16.4% | -15.5% |
| 6M | -26.6% | +6.3% | -33.0% | -27.9% |
| YTD | -6.6% | +78.8% | -85.4% | -15.3% |
| 1Y | +5.1% | +83.1% | -78.1% | -5.1% |
| 3Y | +121.0% | -5.9% | +126.9% | +111.7% |
| All | +97.7% | +5.5% | +92.2% | +80.8% |
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