+136.8%
GOOGL vs STM
+20.8%
+116.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.6% |
| 7D | -2.3% | +5.8% | -8.1% | -3.8% |
| 30D | -6.6% | -1.0% | -5.5% | -6.6% |
| 3M | -8.9% | -33.3% | +24.3% | +0.1% |
| 6M | +11.9% | +57.4% | -45.5% | -7.6% |
| YTD | +8.3% | +102.2% | -93.8% | -18.3% |
| 1Y | +46.2% | +99.6% | -53.4% | +9.6% |
| 3Y | +151.9% | +14.5% | +137.3% | +119.3% |
| All | +136.8% | +20.8% | +116.0% | +88.0% |
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 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