+34.7%
XLC vs COMP
-28.0%
+62.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.2% | +7.6% | +0.4% |
| 7D | +3.1% | -1.8% | +4.9% | +3.2% |
| 30D | -6.5% | -0.8% | -5.8% | -6.7% |
| 3M | -5.6% | -28.1% | +22.6% | -2.1% |
| 6M | -9.2% | +27.0% | -36.2% | -13.0% |
| YTD | -10.6% | -12.8% | +2.2% | -11.0% |
| 1Y | -6.9% | +4.9% | -11.8% | -9.5% |
| 3Y | +59.9% | +321.0% | -261.1% | +22.9% |
| 5Y | +34.7% | -25.6% | +60.2% | +23.7% |
| All | +34.7% | -28.0% | +62.6% | +23.7% |
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