+46.7%
XLB vs COMP
-56.6%
+103.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.2% | +5.3% | -2.1% |
| 7D | -0.4% | -1.8% | +1.4% | -0.2% |
| 30D | +5.2% | -0.8% | +6.0% | +5.1% |
| 3M | -0.1% | -28.1% | +28.0% | +2.8% |
| 6M | +2.4% | +27.0% | -24.6% | -1.0% |
| YTD | +16.9% | -12.8% | +29.6% | +16.3% |
| 1Y | +25.0% | +4.9% | +20.1% | +22.1% |
| 3Y | +40.7% | +321.0% | -280.3% | +15.2% |
| 5Y | +31.6% | -25.6% | +57.2% | +15.7% |
| All | +46.7% | -56.6% | +103.3% | +34.0% |
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