+740.7%
GOOGL vs STX
+3,548.7%
-2,808.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.2% |
| 7D | -2.8% | +8.0% | -10.8% | -4.7% |
| 30D | -3.2% | +5.1% | -8.3% | -5.0% |
| 3M | -6.6% | +5.8% | -12.4% | -10.5% |
| 6M | +8.5% | +124.9% | -116.5% | -16.3% |
| YTD | +6.5% | +213.9% | -207.4% | -26.9% |
| 1Y | +39.4% | +350.4% | -311.0% | -15.5% |
| 3Y | +146.2% | +1,314.2% | -1,168.0% | +1.5% |
| 5Y | +138.3% | +1,092.8% | -954.5% | +0.8% |
| All | +740.7% | +3,548.7% | -2,808.0% | +167.4% |
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