+121.0%
GOOG vs SPOT
+260.4%
-139.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.3% | -1.2% |
| 7D | +3.0% | +1.6% | +1.4% | +2.8% |
| 30D | -14.9% | +16.9% | -31.8% | -16.5% |
| 3M | -14.9% | +23.0% | -37.9% | -17.2% |
| 6M | -26.6% | +42.2% | -68.8% | -30.2% |
| YTD | -6.6% | +5.5% | -12.1% | -7.4% |
| 1Y | +5.1% | -5.1% | +10.1% | +6.1% |
| 3Y | +121.0% | +257.9% | -136.9% | +87.0% |
| All | +121.0% | +260.4% | -139.4% | +87.0% |
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