+13,444.1%
GOOG vs SO
+679.0%
+12,765.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.1% | -0.2% | -2.0% | -2.1% |
| 30D | -6.8% | -4.6% | -2.3% | -5.3% |
| 3M | -9.1% | -3.0% | -6.0% | -8.4% |
| 6M | +10.7% | -8.3% | +19.0% | +13.7% |
| YTD | +7.1% | +3.5% | +3.5% | +4.9% |
| 1Y | +44.6% | -0.9% | +45.6% | +43.7% |
| 3Y | +147.4% | +45.4% | +102.1% | +105.9% |
| 5Y | +133.8% | +59.6% | +74.2% | +84.8% |
| 10Y | +777.5% | +156.6% | +620.9% | +437.4% |
| All | +13,444.1% | +679.0% | +12,765.1% | +4,985.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling