+772.7%
GOOG vs XLP
+102.3%
+670.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.3% |
| 7D | -1.6% | -2.9% | +1.3% | +0.5% |
| 30D | -7.7% | -2.2% | -5.4% | -6.2% |
| 3M | -9.3% | -0.6% | -8.7% | -9.3% |
| 6M | +7.4% | -2.2% | +9.6% | +8.6% |
| YTD | +4.9% | +8.3% | -3.4% | -2.0% |
| 1Y | +37.2% | +5.7% | +31.5% | +30.1% |
| 3Y | +141.6% | +25.7% | +115.9% | +94.3% |
| 5Y | +128.8% | +31.3% | +97.5% | +77.1% |
| 10Y | +772.7% | +106.2% | +666.6% | +369.9% |
| All | +772.7% | +102.3% | +670.4% | +369.9% |
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