+44.5%
GOOG vs STM
+107.3%
-62.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.4% |
| 7D | -2.2% | +5.8% | -8.0% | -2.9% |
| 30D | -6.9% | -1.0% | -5.9% | -6.9% |
| 3M | -9.1% | -33.3% | +24.1% | -4.6% |
| 6M | +10.6% | +57.4% | -46.7% | +0.4% |
| YTD | +7.0% | +102.2% | -95.2% | -6.3% |
| 1Y | +44.5% | +99.6% | -55.1% | +24.4% |
| All | +44.5% | +107.3% | -62.7% | +24.4% |
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