+762.1%
GOOG vs STM
+672.8%
+89.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -1.6% | +1.7% | -3.2% | -2.0% |
| 30D | -7.7% | -5.2% | -2.5% | -6.4% |
| 3M | -9.3% | -29.6% | +20.3% | -1.2% |
| 6M | +7.4% | +54.4% | -46.9% | -10.5% |
| YTD | +4.9% | +99.5% | -94.7% | -20.5% |
| 1Y | +37.2% | +100.8% | -63.5% | +2.8% |
| 3Y | +141.6% | +20.2% | +121.5% | +102.9% |
| 5Y | +128.8% | +21.1% | +107.6% | +85.3% |
| All | +762.1% | +672.8% | +89.3% | +342.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling