+425.0%
GOOGL vs SITM
+4,789.7%
-4,364.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.8% | +0.9% |
| 7D | 0.0% | +3.9% | -3.8% | -0.6% |
| 30D | -1.4% | -6.6% | +5.2% | -0.7% |
| 3M | -5.3% | -11.9% | +6.5% | -5.2% |
| 6M | +9.8% | +81.1% | -71.3% | -4.0% |
| YTD | +8.4% | +80.0% | -71.6% | -6.2% |
| 1Y | +41.2% | +145.8% | -104.6% | +14.5% |
| 3Y | +149.6% | +475.9% | -326.3% | +62.1% |
| 5Y | +142.6% | +189.2% | -46.6% | +62.6% |
| All | +425.0% | +4,789.7% | -4,364.7% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling