+39.5%
XLC vs COMP
-13.7%
+53.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +1.8% |
| 7D | +7.1% | +14.5% | -7.5% | +5.2% |
| 30D | -2.7% | +14.9% | -17.6% | -4.6% |
| 3M | -3.2% | -14.2% | +11.1% | -1.8% |
| 6M | -7.7% | +23.7% | -31.4% | -10.9% |
| YTD | -8.0% | +2.1% | -10.1% | -10.2% |
| 1Y | -3.1% | +26.2% | -29.2% | -8.0% |
| 3Y | +64.9% | +470.9% | -406.0% | +21.8% |
| 5Y | +39.5% | -14.0% | +53.5% | +26.4% |
| All | +39.5% | -13.7% | +53.2% | +26.4% |
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