+3,101.1%
GOOG vs SPXU
-100.0%
+3,201.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -1.6% |
| 7D | -1.6% | +1.3% | -2.8% | -1.0% |
| 30D | -7.7% | +5.1% | -12.8% | -5.8% |
| 3M | -9.3% | -9.1% | -0.2% | -11.5% |
| 6M | +7.4% | -29.6% | +37.0% | -3.1% |
| YTD | +4.9% | -27.7% | +32.5% | -4.0% |
| 1Y | +37.2% | -37.0% | +74.2% | +20.7% |
| 3Y | +141.6% | -80.2% | +221.8% | +56.9% |
| 5Y | +128.8% | -86.0% | +214.8% | +57.8% |
| 10Y | +772.7% | -99.5% | +872.3% | +177.8% |
| All | +3,101.1% | -100.0% | +3,201.1% | +300.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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