+13,164.2%
GOOG vs XLF
+285.1%
+12,879.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -1.6% | -1.0% | -0.5% | -1.0% |
| 30D | -7.7% | -1.3% | -6.4% | -7.0% |
| 3M | -9.3% | +9.1% | -18.5% | -13.2% |
| 6M | +7.4% | +14.4% | -6.9% | +0.4% |
| YTD | +4.9% | +5.1% | -0.2% | +2.1% |
| 1Y | +37.2% | +8.6% | +28.6% | +31.3% |
| 3Y | +141.6% | +74.4% | +67.2% | +81.3% |
| 5Y | +128.8% | +64.4% | +64.4% | +77.6% |
| 10Y | +772.7% | +251.6% | +521.1% | +362.3% |
| All | +13,164.2% | +285.1% | +12,879.2% | +5,739.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling