+140.7%
GOOG vs SO
+44.4%
+96.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.2% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -7.7% | -2.5% | -5.2% | -8.0% |
| 3M | -9.3% | -4.2% | -5.1% | -9.9% |
| 6M | +7.4% | -7.7% | +15.1% | +6.1% |
| YTD | +4.9% | +3.8% | +1.1% | +5.7% |
| 1Y | +37.2% | +0.1% | +37.2% | +37.6% |
| All | +140.7% | +44.4% | +96.2% | +137.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling