+54.2%
XLC vs COMP
-52.0%
+106.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | -1.9% | +16.6% | -18.5% | -3.9% |
| 3M | -3.1% | -23.5% | +20.4% | -0.5% |
| 6M | -6.4% | +25.7% | -32.1% | -9.7% |
| YTD | -6.8% | -3.4% | -3.4% | -8.5% |
| 1Y | -1.7% | +7.6% | -9.3% | -4.8% |
| 3Y | +64.7% | +423.6% | -358.9% | +24.7% |
| 5Y | +41.1% | -10.6% | +51.7% | +19.8% |
| All | +54.2% | -52.0% | +106.2% | +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