+123.4%
GOOGL vs STM
+11.4%
+111.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.8% | -5.6% | 0.0% |
| 7D | +3.3% | -5.6% | +8.9% | +4.0% |
| 30D | -18.1% | -14.4% | -3.6% | -16.2% |
| 3M | -18.6% | -20.5% | +1.8% | -16.0% |
| 6M | -28.0% | -24.5% | -3.5% | -26.5% |
| YTD | -7.8% | +72.7% | -80.4% | -21.7% |
| 1Y | +3.6% | +91.0% | -87.4% | -14.0% |
| 3Y | +123.4% | +13.5% | +109.8% | +90.6% |
| All | +123.4% | +11.4% | +111.9% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling