+3,288.3%
GOOG vs SPYM
+820.0%
+2,468.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.6% |
| 7D | -1.6% | -0.4% | -1.2% | -1.2% |
| 30D | -7.7% | -1.4% | -6.3% | -6.4% |
| 3M | -9.3% | +3.7% | -13.0% | -12.3% |
| 6M | +7.4% | +13.0% | -5.6% | -4.3% |
| YTD | +4.9% | +12.5% | -7.6% | -6.2% |
| 1Y | +37.2% | +18.6% | +18.6% | +16.7% |
| 3Y | +141.6% | +78.0% | +63.6% | +39.4% |
| 5Y | +128.8% | +82.3% | +46.4% | +32.0% |
| 10Y | +772.7% | +322.9% | +449.9% | +145.0% |
| All | +3,288.3% | +820.0% | +2,468.4% | +421.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling