+780.7%
GOOG vs XLY
+220.9%
+559.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.7% |
| 7D | 0.0% | -1.7% | +1.7% | +1.6% |
| 30D | -2.0% | -4.2% | +2.2% | +1.8% |
| 3M | -5.9% | -2.7% | -3.2% | -3.3% |
| 6M | +8.9% | -0.6% | +9.5% | +9.8% |
| YTD | +7.1% | -5.0% | +12.1% | +12.1% |
| 1Y | +39.7% | -4.1% | +43.8% | +44.7% |
| 3Y | +145.8% | +33.6% | +112.2% | +86.4% |
| 5Y | +138.6% | +28.7% | +109.9% | +84.1% |
| All | +780.7% | +220.9% | +559.8% | +188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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