+13,447.0%
GOOG vs STX
+17,262.7%
-3,815.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | -1.4% |
| 7D | +1.1% | +10.7% | -9.7% | -1.3% |
| 30D | -5.1% | +11.3% | -16.3% | -7.8% |
| 3M | -7.1% | +3.2% | -10.3% | -9.8% |
| 6M | +12.7% | +157.0% | -144.3% | -12.0% |
| YTD | +7.1% | +229.2% | -222.1% | -22.3% |
| 1Y | +43.6% | +381.8% | -338.2% | -5.8% |
| 3Y | +146.8% | +1,383.2% | -1,236.4% | +21.8% |
| 5Y | +133.7% | +1,144.9% | -1,011.2% | +18.1% |
| 10Y | +773.3% | +3,676.0% | -2,902.7% | +233.4% |
| All | +13,447.0% | +17,262.7% | -3,815.8% | +2,821.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling