+692.8%
GOOGL vs STX
+2,020.3%
-1,327.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.3% |
| 7D | +3.9% | +14.6% | -10.7% | +0.4% |
| 30D | -14.9% | -26.0% | +11.0% | -9.7% |
| 3M | -14.6% | -42.6% | +28.1% | -4.8% |
| 6M | -26.4% | -35.3% | +8.8% | -22.7% |
| YTD | -5.3% | +92.5% | -97.8% | -28.6% |
| 1Y | +6.5% | +102.4% | -95.9% | -21.3% |
| 3Y | +126.0% | +673.8% | -547.8% | +5.4% |
| 5Y | +100.8% | +463.1% | -362.2% | -0.1% |
| All | +692.8% | +2,020.3% | -1,327.4% | +171.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 10y: compounded portfolio wealth divided by compounded STX 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…
10y analysis · Full analysis span regression · 6 months rolling