+46.1%
GOOGL vs SPYM
+20.9%
+25.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.7% |
| 7D | -2.3% | +0.1% | -2.5% | -2.5% |
| 30D | -6.6% | +0.1% | -6.7% | -6.7% |
| 3M | -9.0% | +2.0% | -11.0% | -11.3% |
| 6M | +11.8% | +13.1% | -1.3% | -5.5% |
| YTD | +8.3% | +13.6% | -5.3% | -9.1% |
| 1Y | +46.1% | +20.1% | +26.0% | +12.6% |
| All | +46.1% | +20.9% | +25.2% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling