+44.5%
GOOG vs STX
+382.7%
-338.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.3% | -7.5% | -1.8% |
| 7D | -2.2% | +2.4% | -4.6% | -2.5% |
| 30D | -6.9% | +1.4% | -8.3% | -7.3% |
| 3M | -9.1% | -8.2% | -0.9% | -9.2% |
| 6M | +10.6% | +127.0% | -116.4% | -3.4% |
| YTD | +7.0% | +209.1% | -202.2% | -11.5% |
| 1Y | +44.5% | +365.4% | -320.9% | +9.2% |
| All | +44.5% | +382.7% | -338.1% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 1y: compounded portfolio wealth divided by compounded STX 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…
1y analysis · Full analysis span regression · 6 months rolling