+643.6%
GOOGL vs SO
+188.2%
+455.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.6% | -0.1% | +2.7% | +2.6% |
| 30D | -18.3% | +8.7% | -27.0% | -20.1% |
| 3M | -19.6% | +3.4% | -22.9% | -20.4% |
| 6M | -28.2% | +3.7% | -31.9% | -29.2% |
| YTD | -8.0% | +10.0% | -18.0% | -10.9% |
| 1Y | -0.7% | +6.6% | -7.3% | -3.0% |
| 3Y | +118.8% | +52.5% | +66.3% | +86.7% |
| 5Y | +98.9% | +76.1% | +22.8% | +60.1% |
| 10Y | +643.6% | +194.9% | +448.7% | +431.9% |
| All | +643.6% | +188.2% | +455.4% | +431.9% |
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