+136.8%
GOOGL vs XLP
+32.7%
+104.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | -2.3% | -1.0% | -1.3% | -1.8% |
| 30D | -6.6% | -0.9% | -5.7% | -6.1% |
| 3M | -8.9% | +3.8% | -12.8% | -10.9% |
| 6M | +11.9% | -1.7% | +13.6% | +12.6% |
| YTD | +8.3% | +10.3% | -1.9% | +2.2% |
| 1Y | +46.2% | +7.8% | +38.4% | +39.5% |
| 3Y | +151.9% | +27.2% | +124.7% | +106.3% |
| All | +136.8% | +32.7% | +104.1% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling