+146.8%
GOOG vs STM
+20.8%
+126.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +1.1% | +5.2% | -4.1% | +0.1% |
| 30D | -5.1% | -7.4% | +2.3% | -3.8% |
| 3M | -7.1% | -30.6% | +23.6% | -1.4% |
| 6M | +12.7% | +66.4% | -53.7% | -1.8% |
| YTD | +7.1% | +101.1% | -94.1% | -11.0% |
| 1Y | +43.6% | +97.4% | -53.8% | +19.0% |
| 3Y | +146.8% | +21.1% | +125.6% | +114.3% |
| All | +146.8% | +20.8% | +126.0% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling