+95.3%
GOOGL vs STM
-9.8%
+105.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.8% | -5.6% | -0.6% |
| 7D | +3.3% | -5.6% | +8.9% | +4.4% |
| 30D | -18.1% | -14.4% | -3.6% | -15.2% |
| 3M | -18.6% | -20.5% | +1.8% | -14.6% |
| 6M | -28.0% | -24.5% | -3.5% | -25.9% |
| YTD | -7.8% | +72.7% | -80.4% | -28.3% |
| 1Y | +3.6% | +91.0% | -87.4% | -22.3% |
| 3Y | +123.4% | +13.5% | +109.8% | +87.3% |
| 5Y | +95.3% | -9.2% | +104.5% | +69.2% |
| All | +95.3% | -9.8% | +105.2% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling