+13,449.8%
GOOG vs XLY
+880.5%
+12,569.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.8% |
| 7D | 0.0% | -1.7% | +1.7% | +1.5% |
| 30D | -2.0% | -4.2% | +2.2% | +1.6% |
| 3M | -5.9% | -2.7% | -3.2% | -3.5% |
| 6M | +8.9% | -0.6% | +9.5% | +9.8% |
| YTD | +7.1% | -5.0% | +12.1% | +11.9% |
| 1Y | +39.7% | -4.1% | +43.8% | +44.5% |
| 3Y | +145.8% | +33.6% | +112.2% | +90.8% |
| 5Y | +138.6% | +28.7% | +109.9% | +89.1% |
| 10Y | +791.5% | +219.6% | +571.9% | +241.1% |
| All | +13,449.8% | +880.5% | +12,569.3% | +2,052.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling