+132.6%
GOOG vs XLP
+32.7%
+99.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.6% |
| 7D | -2.1% | -1.0% | -1.1% | -1.6% |
| 30D | -6.8% | -0.9% | -6.0% | -6.4% |
| 3M | -9.1% | +3.8% | -12.9% | -11.1% |
| 6M | +10.7% | -1.7% | +12.5% | +11.4% |
| YTD | +7.1% | +10.3% | -3.2% | +0.9% |
| 1Y | +44.6% | +7.8% | +36.8% | +37.9% |
| 3Y | +147.4% | +27.2% | +120.2% | +102.6% |
| All | +132.6% | +32.7% | +99.9% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling