+767.4%
GOOG vs STM
+660.7%
+106.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.1% |
| 7D | -2.5% | -1.1% | -1.4% | -2.2% |
| 30D | -3.6% | -7.8% | +4.2% | -1.5% |
| 3M | -6.4% | -28.2% | +21.8% | +1.3% |
| 6M | +7.8% | +52.0% | -44.2% | -9.8% |
| YTD | +5.5% | +96.4% | -90.9% | -19.6% |
| 1Y | +38.3% | +98.8% | -60.6% | +3.9% |
| 3Y | +143.1% | +18.3% | +124.8% | +105.1% |
| 5Y | +135.0% | +17.7% | +117.3% | +92.1% |
| All | +767.4% | +660.7% | +106.7% | +346.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling