+41.2%
GOOGL vs XLF
+9.3%
+31.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.4% |
| 7D | 0.0% | -1.5% | +1.5% | +0.8% |
| 30D | -1.4% | -1.2% | -0.2% | -0.8% |
| 3M | -5.3% | +9.2% | -14.5% | -9.3% |
| 6M | +9.8% | +16.3% | -6.5% | +2.1% |
| YTD | +8.4% | +5.4% | +2.9% | +3.2% |
| 1Y | +41.2% | +7.6% | +33.6% | +31.4% |
| All | +41.2% | +9.3% | +31.9% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 1y: compounded portfolio wealth divided by compounded XLF 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…
1y analysis · Full analysis span regression · 6 months rolling