+140.1%
GOOGL vs XLK
+146.9%
-6.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.8% |
| 7D | 0.0% | +0.2% | -0.2% | -0.2% |
| 30D | -1.4% | -0.6% | -0.8% | -1.2% |
| 3M | -5.3% | +2.6% | -7.9% | -8.2% |
| 6M | +9.8% | +34.0% | -24.2% | -15.8% |
| YTD | +8.4% | +30.7% | -22.3% | -15.6% |
| 1Y | +41.2% | +39.2% | +2.0% | +3.9% |
| 3Y | +149.6% | +120.4% | +29.2% | +16.7% |
| All | +140.1% | +146.9% | -6.8% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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