+99.0%
GOOGL vs SM
-5.6%
+104.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.4% |
| 7D | +2.6% | -19.5% | +22.1% | +4.3% |
| 30D | -18.3% | -20.2% | +1.9% | -16.9% |
| 3M | -19.6% | -6.5% | -13.1% | -19.6% |
| 6M | -28.2% | +1.6% | -29.8% | -29.3% |
| YTD | -8.0% | +61.2% | -69.3% | -15.8% |
| 1Y | -0.7% | +65.4% | -66.0% | -9.6% |
| 3Y | +118.8% | -13.0% | +131.8% | +110.5% |
| All | +99.0% | -5.6% | +104.7% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling