Performance,
in perspective.
Analyze daily NAV or price levels from a public Google Sheet or CSV. Compare your series and the S&P 500 using AlgoQuant.
Your performance report starts here.
Import a public daily dataset to compare returns, risk and benchmark statistics.
Performance Analyzer
Data and interpretation
Performance at a glance
All accounts start at 10,000 normalized units. Volatility and daily Sharpe assume trading-session observations (252/year). CAGR uses elapsed calendar time. Library ratios retain their stated sampling conventions.
Explore normalized portfolio history
Normalized NAV · starts at 10,000
Summary measures · side by side
NAV-based results use AlgoQuant. Execution, fee and position measures cannot be inferred from imported levels and are marked not applicable. Differences are the first input series minus each comparison; positive does not automatically mean better.
How to read this report
Returns are calculated from the supplied levels after rebasing each series to 10,000. Without cash-flow-adjusted input, changes in account funding will appear as gains or losses. No trades, fees or positions are invented. The S&P 500 price index excludes reinvested dividends; the convention of an input benchmark column is determined by its source.
Historical or simulated results do not guarantee future performance. Saved numbers do not change when the source sheet is updated: run a new analysis to import a new snapshot.