-0.4%
GOOGL vs XLY
-0.8%
+0.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | +1.2% |
| 7D | -0.4% | +1.2% | -1.7% | -1.7% |
| 30D | -18.7% | +5.3% | -24.0% | -22.9% |
| 3M | -22.0% | -0.6% | -21.4% | -21.7% |
| 6M | -27.2% | +0.1% | -27.2% | -27.4% |
| YTD | -9.5% | -0.9% | -8.7% | -10.1% |
| 1Y | -0.4% | -1.6% | +1.2% | -0.3% |
| All | -0.4% | -0.8% | +0.4% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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