+152.6%
GOOGL vs SN
+419.0%
-266.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -2.3% | -9.3% | +7.1% | -0.7% |
| 30D | -6.6% | -4.8% | -1.8% | -5.9% |
| 3M | -8.9% | +40.4% | -49.4% | -14.7% |
| 6M | +11.9% | +50.9% | -39.1% | +3.1% |
| YTD | +8.3% | +54.9% | -46.6% | -0.9% |
| 1Y | +46.2% | +43.0% | +3.2% | +35.3% |
| All | +152.6% | +419.0% | -266.4% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 3y: compounded portfolio wealth divided by compounded SN 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…
3y analysis · Full analysis span regression · 6 months rolling