+13,507.3%
GOOGL vs STM
+386.7%
+13,120.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.7% |
| 7D | -2.3% | +5.8% | -8.1% | -4.0% |
| 30D | -6.6% | -1.0% | -5.5% | -6.6% |
| 3M | -8.9% | -33.3% | +24.3% | +0.5% |
| 6M | +11.9% | +57.4% | -45.5% | -6.9% |
| YTD | +8.3% | +102.2% | -93.8% | -17.5% |
| 1Y | +46.2% | +99.6% | -53.4% | +10.9% |
| 3Y | +151.9% | +14.5% | +137.3% | +115.6% |
| 5Y | +137.7% | +21.4% | +116.3% | +95.0% |
| 10Y | +757.6% | +695.0% | +62.6% | +264.0% |
| All | +13,507.3% | +386.7% | +13,120.6% | +5,087.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling