+98.9%
GOOGL vs SFM
+100.9%
-2.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.1% |
| 7D | +2.6% | -6.9% | +9.5% | +3.5% |
| 30D | -18.3% | -25.0% | +6.7% | -15.6% |
| 3M | -19.6% | -42.7% | +23.2% | -14.8% |
| 6M | -28.2% | -41.0% | +12.8% | -24.4% |
| YTD | -8.0% | -38.7% | +30.7% | -3.8% |
| 1Y | -0.7% | -38.1% | +37.5% | +3.7% |
| 3Y | +118.8% | +19.3% | +99.5% | +102.3% |
| 5Y | +98.9% | +103.1% | -4.3% | +76.9% |
| All | +98.9% | +100.9% | -2.1% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling