+136.0%
GOOG vs SPYM
+82.5%
+53.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +0.8% |
| 7D | 0.0% | -1.0% | +1.1% | +1.4% |
| 30D | -2.0% | -1.3% | -0.6% | -0.3% |
| 3M | -5.9% | +3.6% | -9.5% | -9.8% |
| 6M | +8.9% | +13.3% | -4.4% | -6.7% |
| YTD | +7.1% | +12.4% | -5.3% | -7.4% |
| 1Y | +39.7% | +17.3% | +22.4% | +14.7% |
| 3Y | +145.8% | +76.8% | +69.1% | +18.0% |
| All | +136.0% | +82.5% | +53.6% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling