+138.3%
GOOGL vs XLF
+62.9%
+75.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -2.8% | -2.9% | +0.1% | -0.7% |
| 30D | -3.2% | -1.6% | -1.6% | -2.0% |
| 3M | -6.6% | +9.3% | -15.9% | -12.6% |
| 6M | +8.5% | +14.6% | -6.1% | -2.0% |
| YTD | +6.5% | +4.7% | +1.7% | +2.5% |
| 1Y | +39.4% | +8.6% | +30.8% | +30.2% |
| 3Y | +146.2% | +73.9% | +72.3% | +52.7% |
| 5Y | +138.3% | +65.0% | +73.3% | +49.6% |
| All | +138.3% | +62.9% | +75.4% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling