+13,444.1%
GOOG vs STT
+574.8%
+12,869.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.1% | +0.5% | -2.6% | -2.3% |
| 30D | -6.8% | +3.9% | -10.7% | -7.9% |
| 3M | -9.1% | +20.0% | -29.0% | -13.9% |
| 6M | +10.7% | +55.3% | -44.6% | -2.6% |
| YTD | +7.1% | +53.3% | -46.3% | -5.7% |
| 1Y | +44.6% | +74.7% | -30.1% | +22.5% |
| 3Y | +147.4% | +205.8% | -58.4% | +76.8% |
| 5Y | +133.8% | +145.0% | -11.2% | +74.5% |
| 10Y | +777.5% | +266.0% | +511.5% | +459.8% |
| All | +13,444.1% | +574.8% | +12,869.3% | +6,049.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling