+755.6%
GOOGL vs XLY
+220.9%
+534.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.0% |
| 7D | 0.0% | -1.7% | +1.7% | +1.5% |
| 30D | -1.4% | -4.2% | +2.8% | +2.4% |
| 3M | -5.3% | -2.7% | -2.6% | -2.8% |
| 6M | +9.8% | -0.6% | +10.4% | +10.7% |
| YTD | +8.4% | -5.0% | +13.4% | +13.5% |
| 1Y | +41.2% | -4.1% | +45.3% | +46.3% |
| 3Y | +149.6% | +33.6% | +116.0% | +89.4% |
| 5Y | +142.6% | +28.7% | +113.9% | +87.3% |
| All | +755.6% | +220.9% | +534.7% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 10y: compounded portfolio wealth divided by compounded XLY 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…
10y analysis · Full analysis span regression · 6 months rolling