+3,183.9%
GOOGL vs SPXU
-100.0%
+3,283.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -0.6% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -6.6% | +0.8% | -7.4% | -6.2% |
| 3M | -8.9% | -4.7% | -4.2% | -9.5% |
| 6M | +11.9% | -29.6% | +41.5% | +1.0% |
| YTD | +8.3% | -29.9% | +38.2% | -2.0% |
| 1Y | +46.2% | -39.1% | +85.3% | +27.0% |
| 3Y | +151.9% | -80.0% | +231.9% | +64.0% |
| 5Y | +137.7% | -86.0% | +223.8% | +63.7% |
| 10Y | +757.6% | -99.5% | +857.1% | +176.0% |
| All | +3,183.9% | -100.0% | +3,283.9% | +306.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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