+692.8%
GOOGL vs SO
+197.2%
+495.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | +3.9% | +1.4% | +2.5% | +3.5% |
| 30D | -14.9% | +4.7% | -19.6% | -16.0% |
| 3M | -14.6% | +1.7% | -16.2% | -15.1% |
| 6M | -26.4% | +2.2% | -28.6% | -27.2% |
| YTD | -5.3% | +10.0% | -15.3% | -8.3% |
| 1Y | +6.5% | +6.0% | +0.4% | +4.1% |
| 3Y | +126.0% | +54.1% | +71.9% | +92.2% |
| 5Y | +100.8% | +79.6% | +21.2% | +60.6% |
| All | +692.8% | +197.2% | +495.6% | +468.6% |
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