+13,444.1%
GOOG vs XLP
+565.3%
+12,878.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.4% |
| 7D | -2.1% | -1.0% | -1.1% | -1.3% |
| 30D | -6.8% | -0.9% | -6.0% | -6.2% |
| 3M | -9.1% | +3.8% | -12.9% | -12.5% |
| 6M | +10.7% | -1.7% | +12.5% | +11.7% |
| YTD | +7.1% | +10.3% | -3.2% | -2.9% |
| 1Y | +44.6% | +7.8% | +36.8% | +33.2% |
| 3Y | +147.4% | +27.2% | +120.2% | +90.7% |
| 5Y | +133.8% | +32.5% | +101.3% | +72.7% |
| 10Y | +777.5% | +101.8% | +675.7% | +323.8% |
| All | +13,444.1% | +565.3% | +12,878.8% | +2,150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling