+1,410.0%
GOOGL vs SFM
+132.6%
+1,277.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.4% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -6.6% | -4.4% | -2.2% | -6.2% |
| 3M | -8.9% | +1.5% | -10.5% | -9.4% |
| 6M | +11.9% | +6.5% | +5.4% | +10.5% |
| YTD | +8.3% | +2.2% | +6.2% | +7.4% |
| 1Y | +46.2% | -41.9% | +88.1% | +53.0% |
| 3Y | +151.9% | +106.8% | +45.1% | +125.5% |
| 5Y | +137.7% | +231.6% | -93.9% | +98.9% |
| 10Y | +757.6% | +258.4% | +499.1% | +584.7% |
| All | +1,410.0% | +132.6% | +1,277.4% | +1,195.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling