+152.3%
GOOG vs SMR
+11.2%
+141.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +15.3% | -15.2% | -0.9% |
| 7D | +1.1% | +21.4% | -20.3% | -0.2% |
| 30D | -5.1% | +13.8% | -18.9% | -6.0% |
| 3M | -7.1% | +3.9% | -11.0% | -7.8% |
| 6M | +12.7% | -4.2% | +16.8% | +11.6% |
| YTD | +7.1% | -21.1% | +28.2% | +6.7% |
| 1Y | +43.6% | -67.1% | +110.7% | +49.1% |
| 3Y | +146.8% | +88.9% | +57.9% | +129.7% |
| All | +152.3% | +11.2% | +141.1% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling