+3.6%
GOOG vs XLU
+0.7%
+2.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.3% |
| 7D | -10.7% | +2.6% | -13.4% | -10.5% |
| 30D | -16.4% | +9.1% | -25.5% | -16.2% |
| 3M | -23.4% | -0.4% | -23.0% | -23.2% |
| 6M | -24.2% | -4.7% | -19.6% | -23.5% |
| YTD | -8.3% | +4.3% | -12.6% | -8.1% |
| 1Y | +3.6% | +1.0% | +2.6% | +6.2% |
| All | +3.6% | +0.7% | +2.9% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling