+152.6%
GOOGL vs SO
+46.3%
+106.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.2% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -6.6% | -4.6% | -2.0% | -7.3% |
| 3M | -8.9% | -3.0% | -5.9% | -9.4% |
| 6M | +11.9% | -8.3% | +20.1% | +10.3% |
| YTD | +8.3% | +3.5% | +4.8% | +9.2% |
| 1Y | +46.2% | -0.9% | +47.1% | +46.5% |
| All | +152.6% | +46.3% | +106.3% | +149.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling