+3.0%
GOOG vs SN
+136.6%
-133.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +1.9% |
| 7D | +4.8% | +1.4% | +3.4% | +4.6% |
| 30D | -15.5% | +16.6% | -32.1% | -17.1% |
| 3M | -13.7% | +18.3% | -31.9% | -15.7% |
| 6M | -23.0% | +103.1% | -126.0% | -31.9% |
| YTD | -5.7% | +96.7% | -102.4% | -16.7% |
| 1Y | +3.0% | +134.3% | -131.3% | -11.9% |
| All | +3.0% | +136.6% | -133.5% | -11.9% |
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