+568.0%
GOOG vs SPOT
+227.0%
+341.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.1% | -0.2% |
| 7D | -2.1% | -0.9% | -1.2% | -1.9% |
| 30D | -6.8% | +12.5% | -19.3% | -9.9% |
| 3M | -9.1% | +9.9% | -19.0% | -11.8% |
| 6M | +10.7% | +1.6% | +9.2% | +8.6% |
| YTD | +7.1% | -6.6% | +13.7% | +6.5% |
| 1Y | +44.6% | -22.9% | +67.6% | +51.5% |
| 3Y | +147.4% | +244.3% | -96.8% | +56.3% |
| 5Y | +133.8% | +117.8% | +16.0% | +54.5% |
| All | +568.0% | +227.0% | +341.1% | +229.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling