+486.2%
GOOGL vs SPOT
+269.3%
+216.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.3% | -1.6% |
| 7D | +3.9% | +1.6% | +2.3% | +3.4% |
| 30D | -14.9% | +16.9% | -31.8% | -18.8% |
| 3M | -14.6% | +23.0% | -37.5% | -19.8% |
| 6M | -26.4% | +42.2% | -68.6% | -34.1% |
| YTD | -5.3% | +5.5% | -10.8% | -9.4% |
| 1Y | +6.5% | -5.1% | +11.5% | +4.8% |
| 3Y | +126.0% | +257.9% | -131.9% | +41.9% |
| 5Y | +100.8% | +118.4% | -17.5% | +32.5% |
| All | +486.2% | +269.3% | +216.9% | +179.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling