+11,830.0%
GOOG vs STM
+333.6%
+11,496.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | +4.8% | +16.3% | -11.5% | +0.2% |
| 30D | -15.5% | -6.3% | -9.2% | -14.6% |
| 3M | -13.7% | -14.1% | +0.4% | -11.1% |
| 6M | -23.0% | -19.6% | -3.4% | -21.6% |
| YTD | -5.7% | +80.1% | -85.8% | -26.5% |
| 1Y | +3.0% | +95.4% | -92.3% | -21.9% |
| 3Y | +122.4% | +14.7% | +107.7% | +87.6% |
| 5Y | +99.2% | -5.4% | +104.6% | +74.4% |
| 10Y | +690.8% | +465.5% | +225.3% | +267.7% |
| All | +11,830.0% | +333.6% | +11,496.5% | +4,538.5% |
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