+11,697.7%
GOOGL vs SM
+119.7%
+11,578.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.6% | -3.4% | +1.5% |
| 7D | +1.6% | +0.3% | +1.2% | +1.5% |
| 30D | -16.8% | -17.3% | +0.5% | -15.3% |
| 3M | -14.6% | -3.6% | -11.0% | -14.8% |
| 6M | -24.4% | +2.9% | -27.3% | -25.6% |
| YTD | -6.1% | +70.2% | -76.3% | -13.7% |
| 1Y | +1.0% | +66.5% | -65.5% | -7.1% |
| 3Y | +123.4% | -8.2% | +131.6% | +115.4% |
| 5Y | +103.2% | -1.5% | +104.7% | +88.4% |
| 10Y | +667.7% | +11.9% | +655.8% | +436.4% |
| All | +11,697.7% | +119.7% | +11,578.0% | +5,467.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling