+1,219.5%
GOOGL vs SFM
+48.8%
+1,170.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | +3.9% | +6.0% | -2.2% | +3.2% |
| 30D | -14.9% | -19.5% | +4.5% | -13.0% |
| 3M | -14.6% | -37.0% | +22.5% | -10.5% |
| 6M | -26.4% | -41.0% | +14.6% | -22.6% |
| YTD | -5.3% | -34.6% | +29.3% | -1.8% |
| 1Y | +6.5% | -36.3% | +42.7% | +10.6% |
| 3Y | +126.0% | +24.5% | +101.5% | +113.4% |
| 5Y | +100.8% | +115.9% | -15.1% | +75.6% |
| 10Y | +673.8% | +139.5% | +534.3% | +544.7% |
| All | +1,219.5% | +48.8% | +1,170.8% | +1,084.1% |
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