+13,164.2%
GOOG vs XLI
+847.7%
+12,316.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -0.9% |
| 7D | -1.6% | -0.6% | -1.0% | -1.1% |
| 30D | -7.7% | -6.9% | -0.7% | -2.5% |
| 3M | -9.3% | -1.9% | -7.4% | -8.3% |
| 6M | +7.4% | +1.0% | +6.4% | +6.2% |
| YTD | +4.9% | +11.3% | -6.5% | -4.1% |
| 1Y | +37.2% | +15.8% | +21.4% | +21.8% |
| 3Y | +141.6% | +69.8% | +71.8% | +58.6% |
| 5Y | +128.8% | +80.9% | +47.9% | +43.9% |
| 10Y | +772.7% | +257.2% | +515.5% | +218.0% |
| All | +13,164.2% | +847.7% | +12,316.5% | +2,163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling