+406.6%
GOOGL vs XLC
+137.2%
+269.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -2.2% |
| 7D | +3.9% | +3.7% | +0.1% | -0.5% |
| 30D | -14.9% | -1.9% | -13.0% | -12.9% |
| 3M | -14.6% | -3.1% | -11.4% | -11.5% |
| 6M | -26.4% | -6.4% | -20.1% | -20.5% |
| YTD | -5.3% | -6.8% | +1.5% | +3.0% |
| 1Y | +6.5% | -1.7% | +8.1% | +9.1% |
| 3Y | +126.0% | +64.7% | +61.4% | +30.9% |
| 5Y | +100.8% | +41.1% | +59.7% | +39.0% |
| All | +406.6% | +137.2% | +269.4% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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