+780.7%
GOOG vs STT
+271.9%
+508.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | 0.0% | -0.4% | +0.5% | +0.2% |
| 30D | -2.0% | +1.7% | -3.7% | -2.6% |
| 3M | -5.9% | +17.9% | -23.8% | -11.6% |
| 6M | +8.9% | +55.3% | -46.4% | -7.7% |
| YTD | +7.1% | +52.7% | -45.5% | -9.0% |
| 1Y | +39.7% | +75.7% | -36.0% | +12.4% |
| 3Y | +145.8% | +197.9% | -52.1% | +60.0% |
| 5Y | +138.6% | +158.8% | -20.2% | +58.4% |
| All | +780.7% | +271.9% | +508.8% | +408.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling