+38.3%
GOOGL vs STT
+76.7%
-38.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.9% | +1.0% | -2.8% | -2.1% |
| 30D | -7.5% | +2.8% | -10.2% | -8.2% |
| 3M | -9.2% | +18.1% | -27.3% | -13.7% |
| 6M | +8.1% | +59.2% | -51.2% | -5.5% |
| YTD | +5.8% | +51.5% | -45.6% | -6.9% |
| 1Y | +38.3% | +75.7% | -37.3% | +17.7% |
| All | +38.3% | +76.7% | -38.4% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling