+424.8%
GOOGL vs SITM
+4,507.3%
-4,082.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +1.1% | +8.4% | -7.3% | -0.2% |
| 30D | -4.4% | -17.4% | +13.0% | -1.9% |
| 3M | -6.8% | -9.8% | +3.0% | -7.1% |
| 6M | +13.6% | +83.0% | -69.4% | -1.0% |
| YTD | +8.3% | +69.6% | -61.3% | -5.3% |
| 1Y | +44.9% | +144.9% | -99.9% | +17.5% |
| 3Y | +150.5% | +429.9% | -279.4% | +64.8% |
| 5Y | +137.7% | +169.2% | -31.4% | +61.1% |
| All | +424.8% | +4,507.3% | -4,082.6% | +142.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling