+152.4%
GOOG vs SMR
-14.3%
+166.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -15.7% | +17.2% | +2.5% |
| 7D | 0.0% | -11.2% | +11.3% | +0.6% |
| 30D | -2.0% | -10.2% | +8.3% | -1.6% |
| 3M | -5.9% | -10.0% | +4.2% | -5.9% |
| 6M | +8.9% | -30.5% | +39.4% | +9.9% |
| YTD | +7.1% | -39.2% | +46.3% | +8.2% |
| 1Y | +39.7% | -75.5% | +115.2% | +47.4% |
| 3Y | +145.8% | +45.4% | +100.4% | +132.1% |
| All | +152.4% | -14.3% | +166.7% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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