+3.6%
GOOG vs STM
+92.4%
-88.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -6.1% | +9.3% | +3.9% |
| 7D | -10.7% | -6.0% | -4.7% | -10.2% |
| 30D | -16.4% | -20.9% | +4.5% | -14.2% |
| 3M | -23.4% | -15.8% | -7.7% | -22.2% |
| 6M | -24.2% | -17.0% | -7.2% | -24.6% |
| YTD | -8.3% | +76.8% | -85.1% | -20.6% |
| 1Y | +3.6% | +96.5% | -92.9% | -12.5% |
| All | +3.6% | +92.4% | -88.8% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling