+780.7%
GOOG vs SPMO
+517.6%
+263.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.1% |
| 7D | 0.0% | -0.9% | +1.0% | +0.8% |
| 30D | -2.0% | -1.9% | 0.0% | -0.6% |
| 3M | -5.9% | -1.4% | -4.5% | -6.5% |
| 6M | +8.9% | +25.5% | -16.6% | -13.7% |
| YTD | +7.1% | +24.8% | -17.7% | -14.9% |
| 1Y | +39.7% | +24.5% | +15.2% | +11.2% |
| 3Y | +145.8% | +157.1% | -11.3% | -2.0% |
| 5Y | +138.6% | +149.5% | -10.9% | -1.7% |
| All | +780.7% | +517.6% | +263.1% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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