+635.3%
GOOG vs XLP
+130.4%
+504.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.1% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | -17.8% | +8.9% | -26.7% | -22.9% |
| 3M | -19.0% | +7.5% | -26.5% | -23.4% |
| 6M | -27.9% | +9.4% | -37.3% | -32.9% |
| YTD | -8.7% | +19.3% | -27.9% | -20.6% |
| 1Y | +2.5% | +21.7% | -19.2% | -12.4% |
| 3Y | +119.2% | +44.0% | +75.3% | +58.7% |
| 5Y | +93.4% | +42.8% | +50.7% | +40.9% |
| 10Y | +635.3% | +128.8% | +506.5% | +269.4% |
| All | +635.3% | +130.4% | +504.9% | +269.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling