+121.0%
GOOG vs STT
+182.6%
-61.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | +3.0% | +4.8% | -1.7% | +1.4% |
| 30D | -14.9% | +3.9% | -18.8% | -16.0% |
| 3M | -14.9% | -8.2% | -6.7% | -12.6% |
| 6M | -26.6% | +15.6% | -42.2% | -30.4% |
| YTD | -6.6% | +37.6% | -44.2% | -16.8% |
| 1Y | +5.1% | +50.1% | -45.0% | -9.3% |
| 3Y | +121.0% | +183.1% | -62.1% | +60.0% |
| All | +121.0% | +182.6% | -61.6% | +60.0% |
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