+11,484.7%
GOOGL vs SO
+727.3%
+10,757.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.7% |
| 7D | +3.3% | -1.1% | +4.4% | +3.7% |
| 30D | -18.1% | +8.6% | -26.6% | -20.7% |
| 3M | -18.6% | +1.8% | -20.4% | -19.4% |
| 6M | -28.0% | +3.6% | -31.6% | -29.5% |
| YTD | -7.8% | +9.9% | -17.7% | -11.8% |
| 1Y | +3.6% | +5.7% | -2.1% | +0.4% |
| 3Y | +123.4% | +52.5% | +70.9% | +82.0% |
| 5Y | +95.3% | +77.3% | +18.0% | +47.3% |
| 10Y | +622.2% | +186.8% | +435.4% | +318.4% |
| All | +11,484.7% | +727.3% | +10,757.4% | +4,119.6% |
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 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