+39.4%
GOOGL vs SMR
-72.0%
+111.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.1% | +1.0% |
| 7D | -2.8% | +4.7% | -7.5% | -3.2% |
| 30D | -3.2% | +3.2% | -6.4% | -3.6% |
| 3M | -6.6% | +9.9% | -16.5% | -7.8% |
| 6M | +8.5% | -15.1% | +23.6% | +8.0% |
| YTD | +6.5% | -27.9% | +34.4% | +6.0% |
| 1Y | +39.4% | -70.2% | +109.7% | +46.7% |
| All | +39.4% | -72.0% | +111.4% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling