+11,715.7%
GOOG vs STT
+505.7%
+11,210.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | +3.0% | +4.8% | -1.7% | +1.6% |
| 30D | -14.9% | +3.9% | -18.8% | -15.8% |
| 3M | -14.9% | -8.2% | -6.7% | -12.9% |
| 6M | -26.6% | +15.6% | -42.2% | -29.8% |
| YTD | -6.6% | +37.6% | -44.2% | -15.2% |
| 1Y | +5.1% | +50.1% | -45.0% | -7.0% |
| 3Y | +121.0% | +183.1% | -62.1% | +61.4% |
| 5Y | +97.3% | +104.8% | -7.5% | +55.1% |
| 10Y | +683.2% | +201.9% | +481.4% | +426.5% |
| All | +11,715.7% | +505.7% | +11,210.0% | +5,428.2% |
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