+745.8%
GOOGL vs XLP
+101.7%
+644.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.5% |
| 7D | -2.3% | -1.0% | -1.3% | -1.6% |
| 30D | -6.6% | -0.9% | -5.7% | -6.0% |
| 3M | -8.9% | +3.8% | -12.8% | -11.7% |
| 6M | +11.9% | -1.7% | +13.6% | +12.8% |
| YTD | +8.3% | +10.3% | -1.9% | 0.0% |
| 1Y | +46.2% | +7.8% | +38.4% | +36.7% |
| 3Y | +151.9% | +27.2% | +124.7% | +100.9% |
| 5Y | +137.7% | +32.5% | +105.2% | +82.8% |
| All | +745.8% | +101.7% | +644.0% | +360.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling