+11,408.7%
GOOG vs STM
+317.1%
+11,091.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.5% |
| 7D | +2.4% | -7.9% | +10.3% | +4.4% |
| 30D | -18.1% | -14.1% | -4.0% | -15.1% |
| 3M | -19.9% | -17.6% | -2.3% | -16.5% |
| 6M | -28.2% | -24.2% | -3.9% | -25.6% |
| YTD | -9.0% | +73.3% | -82.3% | -28.3% |
| 1Y | -1.7% | +90.1% | -91.8% | -24.9% |
| 3Y | +114.5% | +10.3% | +104.2% | +83.0% |
| 5Y | +96.2% | -5.7% | +101.9% | +71.8% |
| 10Y | +654.4% | +444.1% | +210.3% | +254.8% |
| All | +11,408.7% | +317.1% | +11,091.6% | +4,426.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling