+124.3%
GOOGL vs XLP
+44.0%
+80.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.7% | +2.1% |
| 7D | +1.6% | -0.5% | +2.1% | +1.6% |
| 30D | -16.8% | +8.3% | -25.1% | -17.3% |
| 3M | -14.6% | +8.7% | -23.3% | -15.1% |
| 6M | -24.4% | +11.2% | -35.6% | -25.0% |
| YTD | -6.1% | +20.0% | -26.1% | -7.0% |
| 1Y | +1.0% | +21.3% | -20.4% | -0.1% |
| All | +124.3% | +44.0% | +80.3% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling