+37.2%
GOOG vs STM
+98.5%
-61.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -1.6% | +1.7% | -3.2% | -1.8% |
| 30D | -7.7% | -5.2% | -2.5% | -7.1% |
| 3M | -9.3% | -29.6% | +20.3% | -5.2% |
| 6M | +7.4% | +54.4% | -46.9% | -2.5% |
| YTD | +4.9% | +99.5% | -94.7% | -8.5% |
| 1Y | +37.2% | +100.8% | -63.5% | +15.3% |
| All | +37.2% | +98.5% | -61.3% | +15.3% |
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