+13,444.1%
GOOG vs STM
+386.7%
+13,057.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.6% |
| 7D | -2.1% | +5.8% | -7.9% | -3.8% |
| 30D | -6.8% | -1.0% | -5.8% | -6.9% |
| 3M | -9.1% | -33.3% | +24.2% | +0.4% |
| 6M | +10.7% | +57.4% | -46.6% | -7.8% |
| YTD | +7.1% | +102.2% | -95.1% | -18.3% |
| 1Y | +44.6% | +99.6% | -55.0% | +9.8% |
| 3Y | +147.4% | +14.5% | +132.9% | +112.0% |
| 5Y | +133.8% | +21.4% | +112.4% | +91.9% |
| 10Y | +777.5% | +695.0% | +82.6% | +271.9% |
| All | +13,444.1% | +386.7% | +13,057.5% | +5,056.9% |
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