+13,507.3%
GOOGL vs XLP
+565.3%
+12,942.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.4% |
| 7D | -2.3% | -1.0% | -1.3% | -1.4% |
| 30D | -6.6% | -0.9% | -5.7% | -5.9% |
| 3M | -8.9% | +3.8% | -12.8% | -12.4% |
| 6M | +11.9% | -1.7% | +13.6% | +12.9% |
| YTD | +8.3% | +10.3% | -1.9% | -1.7% |
| 1Y | +46.2% | +7.8% | +38.4% | +34.6% |
| 3Y | +151.9% | +27.2% | +124.7% | +93.9% |
| 5Y | +137.7% | +32.5% | +105.2% | +75.4% |
| 10Y | +757.6% | +101.8% | +655.8% | +313.3% |
| All | +13,507.3% | +565.3% | +12,942.0% | +2,157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling