+13,507.3%
GOOGL vs STT
+574.8%
+12,932.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -2.3% | +0.5% | -2.8% | -2.4% |
| 30D | -6.6% | +3.9% | -10.4% | -7.6% |
| 3M | -8.9% | +20.0% | -28.9% | -13.7% |
| 6M | +11.9% | +55.3% | -43.4% | -1.6% |
| YTD | +8.3% | +53.3% | -45.0% | -4.6% |
| 1Y | +46.2% | +74.7% | -28.5% | +23.8% |
| 3Y | +151.9% | +205.8% | -54.0% | +80.0% |
| 5Y | +137.7% | +145.0% | -7.3% | +77.4% |
| 10Y | +757.6% | +266.0% | +491.5% | +447.0% |
| All | +13,507.3% | +574.8% | +12,932.5% | +6,077.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling