+11,715.7%
GOOG vs SM
+130.8%
+11,584.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | +3.0% | +9.4% | -6.4% | +2.0% |
| 30D | -14.9% | -14.4% | -0.5% | -13.7% |
| 3M | -14.9% | +1.6% | -16.4% | -15.6% |
| 6M | -26.6% | +6.3% | -33.0% | -28.1% |
| YTD | -6.6% | +78.8% | -85.4% | -14.7% |
| 1Y | +5.1% | +83.1% | -78.1% | -4.5% |
| 3Y | +121.0% | -5.9% | +126.9% | +112.4% |
| 5Y | +97.3% | +4.8% | +92.5% | +81.5% |
| 10Y | +683.2% | +17.5% | +665.7% | +442.0% |
| All | +11,715.7% | +130.8% | +11,584.9% | +5,421.6% |
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