+3.6%
GOOG vs XLF
+15.8%
-12.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +1.7% |
| 7D | -10.7% | +5.5% | -16.2% | -12.9% |
| 30D | -16.4% | +9.9% | -26.3% | -20.3% |
| 3M | -23.4% | +2.6% | -26.1% | -24.1% |
| 6M | -24.2% | +15.6% | -39.8% | -29.4% |
| YTD | -8.3% | +9.4% | -17.7% | -14.7% |
| 1Y | +3.6% | +14.7% | -11.1% | -5.8% |
| All | +3.6% | +15.8% | -12.2% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 1y: compounded portfolio wealth divided by compounded XLF 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…
1y analysis · Full analysis span regression · 6 months rolling