+140.7%
GOOG vs STT
+195.2%
-54.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.6% | +1.0% | -2.5% | -1.9% |
| 30D | -7.7% | +2.8% | -10.4% | -8.6% |
| 3M | -9.3% | +18.1% | -27.4% | -14.5% |
| 6M | +7.4% | +59.2% | -51.8% | -8.6% |
| YTD | +4.9% | +51.5% | -46.6% | -9.6% |
| 1Y | +37.2% | +75.7% | -38.4% | +12.0% |
| All | +140.7% | +195.2% | -54.5% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling