+11,791.0%
GOOGL vs SPY
+932.8%
+10,858.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +3.9% | +2.6% | +1.3% | +1.2% |
| 30D | -14.9% | -2.0% | -12.9% | -13.2% |
| 3M | -14.6% | -2.8% | -11.8% | -12.1% |
| 6M | -26.4% | +2.1% | -28.6% | -27.9% |
| YTD | -5.3% | +11.5% | -16.8% | -14.9% |
| 1Y | +6.5% | +13.5% | -7.0% | -6.0% |
| 3Y | +126.0% | +77.7% | +48.3% | +27.2% |
| 5Y | +100.8% | +72.6% | +28.2% | +19.1% |
| 10Y | +673.8% | +308.2% | +365.6% | +107.5% |
| All | +11,791.0% | +932.8% | +10,858.2% | +1,363.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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