+11,697.7%
GOOGL vs SO
+729.7%
+10,968.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +1.6% | +0.8% | +0.8% | +1.3% |
| 30D | -16.8% | +7.8% | -24.6% | -19.2% |
| 3M | -14.6% | +2.9% | -17.5% | -15.7% |
| 6M | -24.4% | +2.5% | -26.9% | -25.6% |
| YTD | -6.1% | +10.3% | -16.3% | -10.3% |
| 1Y | +1.0% | +6.4% | -5.4% | -2.3% |
| 3Y | +123.4% | +52.8% | +70.6% | +82.0% |
| 5Y | +103.2% | +78.7% | +24.6% | +52.8% |
| 10Y | +667.7% | +196.3% | +471.4% | +337.5% |
| All | +11,697.7% | +729.7% | +10,968.1% | +4,192.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling