+755.6%
GOOGL vs SPYM
+325.3%
+430.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +0.8% |
| 7D | 0.0% | -0.8% | +0.8% | +0.9% |
| 30D | -1.4% | -1.1% | -0.3% | -0.2% |
| 3M | -5.3% | +3.9% | -9.2% | -9.2% |
| 6M | +9.8% | +13.6% | -3.8% | -4.8% |
| YTD | +8.4% | +12.7% | -4.4% | -5.3% |
| 1Y | +41.2% | +17.6% | +23.6% | +17.7% |
| 3Y | +149.6% | +77.2% | +72.3% | +30.0% |
| 5Y | +142.6% | +84.1% | +58.4% | +23.3% |
| All | +755.6% | +325.3% | +430.3% | +86.0% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling