+4.4%
GOOGL vs SFM
-35.8%
+40.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.5% | +2.6% |
| 7D | -11.1% | -12.3% | +1.2% | -9.2% |
| 30D | -16.6% | -16.2% | -0.4% | -14.6% |
| 3M | -23.4% | -36.8% | +13.4% | -20.3% |
| 6M | -24.5% | -32.6% | +8.1% | -21.8% |
| YTD | -7.5% | -31.7% | +24.2% | -5.1% |
| 1Y | +4.4% | -35.0% | +39.4% | +6.6% |
| All | +4.4% | -35.8% | +40.2% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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