+13,503.3%
GOOGL vs XLU
+647.0%
+12,856.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | +1.1% | +2.1% | -1.0% | -0.1% |
| 30D | -4.4% | -0.4% | -4.1% | -4.3% |
| 3M | -6.8% | +0.5% | -7.3% | -7.4% |
| 6M | +13.6% | -5.8% | +19.4% | +16.6% |
| YTD | +8.3% | +3.1% | +5.2% | +5.6% |
| 1Y | +44.9% | +8.1% | +36.8% | +37.6% |
| 3Y | +150.5% | +50.5% | +99.9% | +93.3% |
| 5Y | +137.7% | +44.7% | +93.0% | +86.2% |
| 10Y | +750.9% | +136.8% | +614.1% | +375.9% |
| All | +13,503.3% | +647.0% | +12,856.3% | +3,093.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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