+123.4%
GOOGL vs SN
+428.0%
-304.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.8% | +0.7% |
| 7D | +3.3% | +7.6% | -4.4% | +2.0% |
| 30D | -18.1% | +24.1% | -42.1% | -21.2% |
| 3M | -18.6% | +23.7% | -42.3% | -21.9% |
| 6M | -28.0% | +105.5% | -133.5% | -37.5% |
| YTD | -7.8% | +105.1% | -112.9% | -20.3% |
| 1Y | +3.6% | +148.3% | -144.7% | -13.9% |
| 3Y | +123.4% | +438.7% | -315.3% | +59.1% |
| All | +123.4% | +428.0% | -304.7% | +59.1% |
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