+135.0%
GOOG vs SPOT
+111.2%
+23.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -2.5% | -6.9% | +4.4% | -0.6% |
| 30D | -3.6% | +4.1% | -7.8% | -4.8% |
| 3M | -6.4% | +3.7% | -10.1% | -7.8% |
| 6M | +7.8% | -1.6% | +9.4% | +6.8% |
| YTD | +5.5% | -10.2% | +15.6% | +6.3% |
| 1Y | +38.3% | -25.9% | +64.2% | +47.4% |
| 3Y | +143.1% | +235.6% | -92.5% | +44.3% |
| 5Y | +135.0% | +110.6% | +24.4% | +34.3% |
| All | +135.0% | +111.2% | +23.8% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling