+45.6%
XLB vs COMP
-52.0%
+97.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.7% | -11.5% | -1.8% |
| 7D | -1.5% | +13.4% | -14.9% | -2.8% |
| 30D | +6.1% | +11.1% | -5.0% | +4.8% |
| 3M | 0.0% | -18.8% | +18.9% | +1.7% |
| 6M | 0.0% | +10.5% | -10.5% | -1.8% |
| YTD | +16.0% | -3.4% | +19.4% | +14.3% |
| 1Y | +24.7% | +19.7% | +5.0% | +20.2% |
| 3Y | +40.4% | +381.6% | -341.2% | +13.3% |
| 5Y | +30.7% | -17.6% | +48.3% | +13.6% |
| All | +45.6% | -52.0% | +97.6% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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