+140.7%
GOOG vs STX
+1,343.6%
-1,203.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | 0.0% | -1.8% |
| 7D | -1.6% | +9.6% | -11.1% | -2.9% |
| 30D | -7.7% | +10.6% | -18.3% | -9.4% |
| 3M | -9.3% | +4.8% | -14.1% | -11.4% |
| 6M | +7.4% | +137.3% | -129.8% | -10.6% |
| YTD | +4.9% | +222.5% | -217.6% | -19.2% |
| 1Y | +37.2% | +366.2% | -329.0% | -4.2% |
| All | +140.7% | +1,343.6% | -1,203.0% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling