+118.0%
GOOG vs XLP
+42.1%
+76.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | +2.1% | +0.7% | +1.3% | +2.0% |
| 30D | -18.3% | +10.3% | -28.5% | -19.0% |
| 3M | -20.3% | +6.5% | -26.9% | -20.7% |
| 6M | -28.1% | +8.4% | -36.4% | -28.5% |
| YTD | -9.3% | +18.2% | -27.5% | -10.4% |
| 1Y | -0.2% | +22.4% | -22.7% | -1.7% |
| 3Y | +118.0% | +41.9% | +76.1% | +104.9% |
| All | +118.0% | +42.1% | +76.0% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling