+41.2%
GOOGL vs XLB
+14.5%
+26.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | 0.0% | -2.8% | +2.9% | +0.7% |
| 30D | -1.4% | -3.1% | +1.7% | -0.6% |
| 3M | -5.3% | -0.2% | -5.2% | -5.4% |
| 6M | +9.8% | +3.1% | +6.7% | +8.8% |
| YTD | +8.4% | +13.3% | -4.9% | +5.1% |
| 1Y | +41.2% | +12.0% | +29.2% | +34.3% |
| All | +41.2% | +14.5% | +26.7% | +34.3% |
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