+44.5%
GOOG vs SN
+46.4%
-1.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -2.2% | -9.3% | +7.1% | -1.1% |
| 30D | -6.9% | -4.8% | -2.1% | -6.4% |
| 3M | -9.1% | +40.4% | -49.6% | -13.9% |
| 6M | +10.6% | +50.9% | -40.3% | +2.8% |
| YTD | +7.0% | +54.9% | -47.9% | -0.7% |
| 1Y | +44.5% | +43.0% | +1.5% | +36.8% |
| All | +44.5% | +46.4% | -1.8% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling