+780.7%
GOOG vs XLF
+254.4%
+526.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.9% | +1.1% |
| 7D | 0.0% | -1.5% | +1.5% | +1.0% |
| 30D | -2.0% | -1.2% | -0.8% | -1.2% |
| 3M | -5.9% | +9.2% | -15.0% | -11.0% |
| 6M | +8.9% | +16.3% | -7.4% | -1.1% |
| YTD | +7.1% | +5.4% | +1.7% | +3.3% |
| 1Y | +39.7% | +7.6% | +32.1% | +32.7% |
| 3Y | +145.8% | +74.2% | +71.6% | +69.3% |
| 5Y | +138.6% | +66.1% | +72.5% | +69.4% |
| All | +780.7% | +254.4% | +526.3% | +354.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling