+2,937.5%
GOOGL vs SPYM
+812.4%
+2,125.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.6% |
| 7D | +3.9% | +2.6% | +1.3% | +1.3% |
| 30D | -14.9% | -2.0% | -12.9% | -13.2% |
| 3M | -14.6% | -2.8% | -11.8% | -12.1% |
| 6M | -26.4% | +2.2% | -28.6% | -27.9% |
| YTD | -5.3% | +11.5% | -16.9% | -14.6% |
| 1Y | +6.5% | +13.5% | -7.1% | -5.6% |
| 3Y | +126.0% | +78.0% | +48.0% | +30.1% |
| 5Y | +100.8% | +73.1% | +27.7% | +21.4% |
| 10Y | +673.8% | +310.9% | +362.9% | +123.1% |
| All | +2,937.5% | +812.4% | +2,125.2% | +371.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling