+4.4%
GOOGL vs XLB
+29.8%
-25.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.7% |
| 7D | -11.1% | +3.9% | -15.0% | -11.8% |
| 30D | -16.6% | +8.9% | -25.5% | -18.2% |
| 3M | -23.4% | +4.1% | -27.6% | -24.1% |
| 6M | -24.5% | +7.3% | -31.8% | -25.9% |
| YTD | -7.5% | +20.4% | -27.9% | -12.0% |
| 1Y | +4.4% | +29.5% | -25.2% | -3.7% |
| All | +4.4% | +29.8% | -25.5% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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