+145.2%
GOOGL vs XLC
+71.4%
+73.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | -0.2% |
| 7D | -2.8% | -1.7% | -1.2% | -0.8% |
| 30D | -3.2% | +0.2% | -3.4% | -3.5% |
| 3M | -6.6% | +0.7% | -7.3% | -7.2% |
| 6M | +8.5% | -4.5% | +12.9% | +15.3% |
| YTD | +6.5% | -4.7% | +11.2% | +13.4% |
| 1Y | +39.4% | -1.5% | +40.9% | +42.6% |
| All | +145.2% | +71.4% | +73.8% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling