+140.1%
GOOGL vs SPYM
+82.9%
+57.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +0.7% |
| 7D | 0.0% | -0.8% | +0.8% | +1.0% |
| 30D | -1.4% | -1.1% | -0.3% | 0.0% |
| 3M | -5.3% | +3.9% | -9.2% | -9.6% |
| 6M | +9.8% | +13.6% | -3.8% | -6.2% |
| YTD | +8.4% | +12.7% | -4.4% | -6.6% |
| 1Y | +41.2% | +17.6% | +23.6% | +15.6% |
| 3Y | +149.6% | +77.2% | +72.3% | +19.6% |
| All | +140.1% | +82.9% | +57.1% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling