+402.7%
GOOGL vs XLC
+137.1%
+265.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.2% |
| 7D | +1.6% | +3.5% | -1.9% | -2.3% |
| 30D | -16.8% | -2.6% | -14.2% | -14.2% |
| 3M | -14.6% | -2.1% | -12.5% | -12.6% |
| 6M | -24.4% | -5.5% | -18.9% | -19.1% |
| YTD | -6.1% | -6.9% | +0.8% | +2.4% |
| 1Y | +1.0% | -3.7% | +4.7% | +6.1% |
| 3Y | +123.4% | +64.2% | +59.2% | +29.9% |
| 5Y | +103.2% | +43.0% | +60.2% | +38.6% |
| All | +402.7% | +137.1% | +265.6% | +95.1% |
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