+3,374.9%
GOOGL vs SPYM
+824.3%
+2,550.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.5% |
| 7D | +1.1% | +0.6% | +0.5% | +0.5% |
| 30D | -4.4% | -0.9% | -3.5% | -3.5% |
| 3M | -6.8% | +3.9% | -10.7% | -10.1% |
| 6M | +13.6% | +14.5% | -1.0% | -0.2% |
| YTD | +8.3% | +13.0% | -4.7% | -3.6% |
| 1Y | +44.9% | +19.4% | +25.5% | +22.4% |
| 3Y | +150.5% | +78.9% | +71.6% | +43.8% |
| 5Y | +137.7% | +82.3% | +55.4% | +37.0% |
| 10Y | +750.9% | +314.7% | +436.2% | +142.9% |
| All | +3,374.9% | +824.3% | +2,550.7% | +432.6% |
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