+92.9%
GOOGL vs XLP
+40.8%
+52.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.4% |
| 7D | +1.8% | +0.7% | +1.0% | +1.4% |
| 30D | -18.8% | +10.3% | -29.0% | -22.7% |
| 3M | -20.3% | +6.5% | -26.9% | -22.9% |
| 6M | -28.4% | +8.4% | -36.7% | -31.4% |
| YTD | -8.8% | +18.2% | -27.0% | -17.0% |
| 1Y | +0.3% | +22.4% | -22.2% | -10.7% |
| 3Y | +120.7% | +41.9% | +78.8% | +68.0% |
| All | +92.9% | +40.8% | +52.1% | +49.5% |
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