+13,447.0%
GOOG vs SM
+166.3%
+13,280.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.4% |
| 7D | +1.1% | -0.2% | +1.2% | +1.1% |
| 30D | -5.1% | +31.5% | -36.6% | -8.1% |
| 3M | -7.1% | +17.3% | -24.4% | -9.3% |
| 6M | +12.7% | +48.5% | -35.9% | +6.1% |
| YTD | +7.1% | +106.3% | -99.2% | -3.3% |
| 1Y | +43.6% | +47.3% | -3.7% | +34.4% |
| 3Y | +146.8% | -1.4% | +148.2% | +136.9% |
| 5Y | +133.7% | +114.0% | +19.6% | +97.8% |
| 10Y | +773.3% | +12.5% | +760.8% | +512.8% |
| All | +13,447.0% | +166.3% | +13,280.7% | +6,161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling