+4.5%
GOOGL vs XLB
+21.4%
-16.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.1% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | -15.6% | +5.3% | -20.8% | -16.6% |
| 3M | -13.0% | 0.0% | -13.0% | -12.9% |
| 6M | -22.8% | +1.2% | -24.0% | -23.0% |
| YTD | -4.4% | +16.9% | -21.3% | -8.6% |
| 1Y | +4.5% | +20.9% | -16.4% | -1.5% |
| All | +4.5% | +21.4% | -16.9% | -1.5% |
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