+142.1%
GOOG vs SPYM
+75.9%
+66.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.3% |
| 7D | -2.5% | -2.0% | -0.5% | -0.2% |
| 30D | -3.6% | -1.6% | -2.0% | -1.7% |
| 3M | -6.4% | +4.7% | -11.2% | -11.2% |
| 6M | +7.8% | +12.6% | -4.8% | -5.7% |
| YTD | +5.5% | +11.8% | -6.3% | -7.1% |
| 1Y | +38.3% | +17.5% | +20.7% | +15.2% |
| All | +142.1% | +75.9% | +66.2% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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