+145.8%
GOOG vs XLC
+73.1%
+72.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.6% |
| 30D | -2.0% | +2.1% | -4.1% | -4.6% |
| 3M | -5.9% | +0.7% | -6.5% | -6.5% |
| 6M | +8.9% | -3.2% | +12.1% | +13.8% |
| YTD | +7.1% | -3.8% | +10.9% | +12.6% |
| 1Y | +39.7% | -2.0% | +41.7% | +43.7% |
| 3Y | +145.8% | +71.4% | +74.5% | +24.5% |
| All | +145.8% | +73.1% | +72.7% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 3y: compounded portfolio wealth divided by compounded XLC 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…
3y analysis · Full analysis span regression · 6 months rolling