+132.5%
GOOGL vs XLC
+37.1%
+95.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.6% |
| 7D | -1.9% | -1.4% | -0.4% | -0.2% |
| 30D | -7.5% | -0.9% | -6.6% | -6.5% |
| 3M | -9.2% | -0.3% | -8.8% | -8.6% |
| 6M | +8.1% | -5.2% | +13.2% | +15.6% |
| YTD | +5.8% | -5.3% | +11.2% | +13.3% |
| 1Y | +38.3% | -2.8% | +41.2% | +43.8% |
| 3Y | +144.8% | +71.2% | +73.5% | +35.3% |
| 5Y | +132.5% | +37.6% | +95.0% | +60.4% |
| All | +132.5% | +37.1% | +95.4% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling