+140.7%
GOOG vs SPOT
+235.3%
-94.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.9% |
| 7D | -1.6% | -6.5% | +4.9% | -0.6% |
| 30D | -7.7% | +2.2% | -9.8% | -8.0% |
| 3M | -9.3% | +5.4% | -14.7% | -10.2% |
| 6M | +7.4% | -4.0% | +11.5% | +7.5% |
| YTD | +4.9% | -9.9% | +14.8% | +6.2% |
| 1Y | +37.2% | -27.3% | +64.5% | +44.8% |
| All | +140.7% | +235.3% | -94.6% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 3y: compounded portfolio wealth divided by compounded SPOT 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…
3y analysis · Full analysis span regression · 6 months rolling