+767.4%
GOOG vs SO
+160.7%
+606.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -2.5% | -1.1% | -1.4% | -2.2% |
| 30D | -3.6% | -3.7% | +0.1% | -2.7% |
| 3M | -6.4% | -5.9% | -0.5% | -5.2% |
| 6M | +7.8% | -7.3% | +15.1% | +9.5% |
| YTD | +5.5% | +3.1% | +2.4% | +4.1% |
| 1Y | +38.3% | -1.0% | +39.3% | +37.7% |
| 3Y | +143.1% | +43.2% | +99.8% | +111.5% |
| 5Y | +135.0% | +59.1% | +75.9% | +95.9% |
| All | +767.4% | +160.7% | +606.7% | +554.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling