+46.3%
XLB vs COMP
-47.7%
+94.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | -1.4% | +1.4% | -2.8% | -1.5% |
| 30D | -0.4% | -13.3% | +12.9% | +0.9% |
| 3M | +2.0% | +41.1% | -39.1% | -1.7% |
| 6M | +1.8% | +17.2% | -15.3% | -0.9% |
| YTD | +16.6% | +5.2% | +11.4% | +14.2% |
| 1Y | +16.9% | +18.9% | -2.0% | +12.8% |
| 3Y | +32.6% | +215.9% | -183.4% | +11.6% |
| 5Y | +35.6% | -31.2% | +66.8% | +18.9% |
| All | +46.3% | -47.7% | +94.0% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling