+746.7%
GOOGL vs STM
+656.4%
+90.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | -1.9% | +1.7% | -3.5% | -2.3% |
| 30D | -7.5% | -5.2% | -2.3% | -6.2% |
| 3M | -9.2% | -29.6% | +20.4% | -1.0% |
| 6M | +8.1% | +54.4% | -46.3% | -10.2% |
| YTD | +5.8% | +99.5% | -93.7% | -20.0% |
| 1Y | +38.3% | +100.8% | -62.4% | +3.4% |
| 3Y | +144.8% | +20.2% | +124.6% | +105.1% |
| 5Y | +132.5% | +21.1% | +111.4% | +87.9% |
| 10Y | +746.7% | +664.5% | +82.2% | +323.0% |
| All | +746.7% | +656.4% | +90.2% | +323.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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