+710.1%
GOOG vs SO
+193.6%
+516.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.0% |
| 7D | +4.8% | -0.9% | +5.8% | +5.0% |
| 30D | -15.5% | +4.9% | -20.4% | -16.6% |
| 3M | -13.7% | +0.8% | -14.4% | -14.0% |
| 6M | -23.0% | +0.6% | -23.5% | -23.4% |
| YTD | -5.7% | +8.7% | -14.3% | -8.3% |
| 1Y | +3.0% | +4.0% | -0.9% | +1.3% |
| 3Y | +122.4% | +50.6% | +71.8% | +91.1% |
| 5Y | +99.2% | +77.5% | +21.7% | +60.7% |
| All | +710.1% | +193.6% | +516.5% | +488.7% |
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