+746.7%
GOOGL vs SO
+155.9%
+590.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.1% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -7.5% | -2.5% | -5.0% | -6.9% |
| 3M | -9.2% | -4.2% | -5.0% | -8.4% |
| 6M | +8.1% | -7.7% | +15.7% | +10.0% |
| YTD | +5.8% | +3.8% | +2.0% | +4.2% |
| 1Y | +38.3% | +0.1% | +38.3% | +37.3% |
| 3Y | +144.8% | +44.2% | +100.5% | +111.8% |
| 5Y | +132.5% | +57.9% | +74.7% | +93.5% |
| 10Y | +746.7% | +162.0% | +584.7% | +525.1% |
| All | +746.7% | +155.9% | +590.8% | +525.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling