+135.0%
GOOG vs XLC
+37.9%
+97.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | -0.1% |
| 7D | -2.5% | -1.7% | -0.8% | -0.6% |
| 30D | -3.6% | +0.2% | -3.8% | -3.9% |
| 3M | -6.4% | +0.7% | -7.1% | -7.0% |
| 6M | +7.8% | -4.5% | +12.2% | +14.2% |
| YTD | +5.5% | -4.7% | +10.2% | +12.1% |
| 1Y | +38.3% | -1.5% | +39.8% | +41.4% |
| 3Y | +143.1% | +72.2% | +70.8% | +33.0% |
| 5Y | +135.0% | +39.3% | +95.7% | +59.7% |
| All | +135.0% | +37.9% | +97.1% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling