+570.8%
GOOGL vs SPOT
+227.0%
+343.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.0% | -0.3% |
| 7D | -2.3% | -0.9% | -1.4% | -2.1% |
| 30D | -6.6% | +12.5% | -19.0% | -9.6% |
| 3M | -8.9% | +9.9% | -18.8% | -11.6% |
| 6M | +11.9% | +1.6% | +10.3% | +9.8% |
| YTD | +8.3% | -6.6% | +14.9% | +7.8% |
| 1Y | +46.2% | -22.9% | +69.1% | +53.1% |
| 3Y | +151.9% | +244.3% | -92.4% | +59.9% |
| 5Y | +137.7% | +117.8% | +19.9% | +57.6% |
| All | +570.8% | +227.0% | +343.9% | +232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling