+931.5%
GOOG vs SPMO
+562.6%
+368.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.5% | +2.1% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -3.6% | -0.7% | -2.9% | -3.3% |
| 3M | -6.4% | +2.8% | -9.3% | -10.5% |
| 6M | +7.8% | +24.4% | -16.7% | -13.5% |
| YTD | +5.5% | +24.2% | -18.7% | -15.4% |
| 1Y | +38.3% | +24.5% | +13.8% | +10.7% |
| 3Y | +143.1% | +155.6% | -12.5% | +0.1% |
| 5Y | +135.0% | +148.2% | -13.2% | -0.2% |
| 10Y | +778.1% | +514.8% | +263.3% | +113.5% |
| All | +931.5% | +562.6% | +368.9% | +146.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling