+13,507.3%
GOOGL vs SM
+157.0%
+13,350.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.8% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -6.6% | +26.3% | -32.9% | -9.1% |
| 3M | -8.9% | +8.7% | -17.6% | -10.3% |
| 6M | +11.9% | +51.7% | -39.8% | +5.1% |
| YTD | +8.3% | +99.0% | -90.7% | -1.7% |
| 1Y | +46.2% | +34.6% | +11.6% | +38.3% |
| 3Y | +151.9% | -7.8% | +159.6% | +143.7% |
| 5Y | +137.7% | +104.8% | +32.9% | +102.6% |
| 10Y | +757.6% | +7.2% | +750.3% | +507.7% |
| All | +13,507.3% | +157.0% | +13,350.3% | +6,242.2% |
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 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