+48.7%
XLC vs COMP
-52.0%
+100.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.7% | -10.3% | -0.8% |
| 7D | +4.9% | +13.4% | -8.5% | +3.2% |
| 30D | -5.8% | +11.1% | -16.9% | -7.2% |
| 3M | -5.4% | -18.8% | +13.4% | -3.5% |
| 6M | -10.2% | +10.5% | -20.7% | -12.1% |
| YTD | -10.2% | -3.4% | -6.8% | -11.7% |
| 1Y | -5.6% | +19.7% | -25.3% | -9.7% |
| 3Y | +61.0% | +381.6% | -320.6% | +23.2% |
| 5Y | +35.2% | -17.6% | +52.8% | +15.3% |
| All | +48.7% | -52.0% | +100.6% | +26.9% |
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