+479.6%
GOOG vs XLC
+143.7%
+335.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | +0.3% |
| 7D | -2.1% | -0.8% | -1.3% | -1.2% |
| 30D | -6.8% | +1.0% | -7.9% | -8.0% |
| 3M | -9.1% | -0.7% | -8.4% | -8.1% |
| 6M | +10.7% | -5.1% | +15.9% | +18.2% |
| YTD | +7.1% | -4.3% | +11.3% | +13.0% |
| 1Y | +44.6% | -0.6% | +45.2% | +46.3% |
| 3Y | +147.4% | +72.7% | +74.7% | +36.2% |
| 5Y | +133.8% | +38.0% | +95.8% | +65.8% |
| All | +479.6% | +143.7% | +335.8% | +118.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling