+13,447.0%
GOOG vs XLB
+539.9%
+12,907.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.6% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | -5.1% | -1.7% | -3.3% | -4.0% |
| 3M | -7.1% | +4.4% | -11.4% | -10.0% |
| 6M | +12.7% | +5.0% | +7.6% | +8.5% |
| YTD | +7.1% | +15.5% | -8.4% | -3.5% |
| 1Y | +43.6% | +14.9% | +28.7% | +29.5% |
| 3Y | +146.8% | +34.5% | +112.2% | +98.8% |
| 5Y | +133.7% | +36.5% | +97.1% | +86.8% |
| 10Y | +773.3% | +159.6% | +613.7% | +353.0% |
| All | +13,447.0% | +539.9% | +12,907.0% | +3,755.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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