+150.5%
GOOGL vs SM
-2.8%
+153.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.7% | -0.2% |
| 7D | +1.1% | -0.2% | +1.2% | +1.1% |
| 30D | -4.4% | +31.5% | -36.0% | -5.6% |
| 3M | -6.8% | +17.3% | -24.1% | -7.5% |
| 6M | +13.6% | +48.5% | -35.0% | +9.7% |
| YTD | +8.3% | +106.3% | -97.9% | +0.5% |
| 1Y | +44.9% | +47.3% | -2.3% | +40.0% |
| 3Y | +150.5% | -1.4% | +151.9% | +142.2% |
| All | +150.5% | -2.8% | +153.2% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling