+479.8%
GOOGL vs XLC
+143.7%
+336.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | +0.2% |
| 7D | -2.3% | -0.8% | -1.4% | -1.3% |
| 30D | -6.6% | +1.0% | -7.6% | -7.7% |
| 3M | -8.9% | -0.7% | -8.3% | -8.0% |
| 6M | +11.9% | -5.1% | +17.0% | +19.5% |
| YTD | +8.3% | -4.3% | +12.6% | +14.4% |
| 1Y | +46.2% | -0.6% | +46.8% | +48.0% |
| 3Y | +151.9% | +72.7% | +79.2% | +38.7% |
| 5Y | +137.7% | +38.0% | +99.7% | +68.7% |
| All | +479.8% | +143.7% | +336.0% | +118.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling