+136.0%
GOOG vs XLI
+80.9%
+55.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +0.6% |
| 7D | 0.0% | -1.7% | +1.7% | +1.4% |
| 30D | -2.0% | -7.3% | +5.3% | +4.4% |
| 3M | -5.9% | -1.3% | -4.5% | -5.2% |
| 6M | +8.9% | +2.2% | +6.7% | +6.2% |
| YTD | +7.1% | +11.7% | -4.6% | -3.8% |
| 1Y | +39.7% | +14.3% | +25.4% | +22.9% |
| 3Y | +145.8% | +70.3% | +75.5% | +45.2% |
| All | +136.0% | +80.9% | +55.1% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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