+30.9%
XLB vs COMP
-13.7%
+44.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +1.3% |
| 7D | -1.4% | +14.5% | -15.9% | -2.8% |
| 30D | +7.1% | +14.9% | -7.8% | +5.4% |
| 3M | +0.6% | -14.2% | +14.8% | +1.7% |
| 6M | +3.5% | +23.7% | -20.3% | +0.4% |
| YTD | +18.2% | +2.1% | +16.2% | +15.8% |
| 1Y | +25.6% | +26.2% | -0.6% | +20.3% |
| 3Y | +46.7% | +470.9% | -424.2% | +15.4% |
| 5Y | +30.9% | -14.0% | +44.9% | +16.5% |
| All | +30.9% | -13.7% | +44.6% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling