+46.1%
GOOGL vs SM
+36.8%
+9.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.6% |
| 7D | -2.3% | -0.5% | -1.9% | -2.4% |
| 30D | -6.6% | +25.6% | -32.2% | -3.6% |
| 3M | -9.0% | +8.0% | -17.0% | -7.6% |
| 6M | +11.8% | +50.8% | -39.0% | +17.1% |
| YTD | +8.3% | +97.9% | -89.6% | +14.7% |
| 1Y | +46.1% | +33.8% | +12.3% | +52.1% |
| All | +46.1% | +36.8% | +9.4% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling