+154.3%
GOOG vs SN
+490.7%
-336.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.1% | -9.3% | +7.2% | -0.8% |
| 30D | -6.8% | -4.8% | -2.0% | -6.3% |
| 3M | -9.1% | +40.4% | -49.5% | -14.0% |
| 6M | +10.7% | +50.9% | -40.2% | +3.2% |
| YTD | +7.1% | +54.9% | -47.9% | -0.8% |
| 1Y | +44.6% | +43.0% | +1.6% | +35.2% |
| 3Y | +147.4% | +391.8% | -244.4% | +107.9% |
| All | +154.3% | +490.7% | -336.4% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling