+11,453.7%
GOOGL vs STT
+499.3%
+10,954.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +2.6% | +1.1% | +1.5% | +2.3% |
| 30D | -18.3% | -1.9% | -16.4% | -17.9% |
| 3M | -19.6% | -7.6% | -12.0% | -17.8% |
| 6M | -28.2% | +16.0% | -44.2% | -31.4% |
| YTD | -8.0% | +36.2% | -44.2% | -16.3% |
| 1Y | -0.7% | +46.8% | -47.5% | -11.6% |
| 3Y | +118.8% | +177.8% | -59.0% | +60.7% |
| 5Y | +98.9% | +105.8% | -7.0% | +56.1% |
| 10Y | +643.6% | +197.6% | +446.0% | +401.8% |
| All | +11,453.7% | +499.3% | +10,954.4% | +5,321.7% |
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 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