+146.8%
GOOG vs SN
+430.5%
-283.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | -5.1% | -5.6% | +0.5% | -4.3% |
| 3M | -7.1% | +48.1% | -55.1% | -13.7% |
| 6M | +12.7% | +57.6% | -45.0% | +3.1% |
| YTD | +7.1% | +56.5% | -49.4% | -2.1% |
| 1Y | +43.6% | +52.6% | -9.0% | +31.5% |
| 3Y | +146.8% | +412.0% | -265.2% | +97.5% |
| All | +146.8% | +430.5% | -283.7% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling