+746.7%
GOOGL vs SM
+16.0%
+730.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.3% |
| 7D | -1.9% | -0.2% | -1.6% | -1.8% |
| 30D | -7.5% | +20.3% | -27.7% | -9.0% |
| 3M | -9.2% | +22.9% | -32.1% | -11.1% |
| 6M | +8.1% | +47.8% | -39.8% | +3.4% |
| YTD | +5.8% | +107.5% | -101.6% | -2.0% |
| 1Y | +38.3% | +51.7% | -13.4% | +31.4% |
| 3Y | +144.8% | -0.9% | +145.6% | +137.3% |
| 5Y | +132.5% | +112.2% | +20.3% | +106.8% |
| 10Y | +746.7% | +20.3% | +726.4% | +519.5% |
| All | +746.7% | +16.0% | +730.7% | +519.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling