+149.0%
GOOGL vs SMR
+7.6%
+141.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -2.1% |
| 7D | -1.9% | +13.1% | -14.9% | -2.6% |
| 30D | -7.5% | +17.8% | -25.2% | -8.5% |
| 3M | -9.2% | +8.1% | -17.3% | -10.1% |
| 6M | +8.1% | -11.1% | +19.2% | +7.5% |
| YTD | +5.8% | -23.7% | +29.6% | +5.6% |
| 1Y | +38.3% | -69.4% | +107.8% | +44.2% |
| 3Y | +144.8% | +82.6% | +62.2% | +127.9% |
| All | +149.0% | +7.6% | +141.4% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling