+85.8%
XLF vs COMP
-53.0%
+138.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.9% | +1.2% |
| 7D | +1.9% | +7.2% | -5.3% | +1.2% |
| 30D | +6.5% | +6.4% | +0.1% | +5.7% |
| 3M | +1.2% | -19.4% | +20.6% | +2.8% |
| 6M | +14.6% | +14.6% | 0.0% | +12.3% |
| YTD | +7.7% | -5.5% | +13.2% | +6.5% |
| 1Y | +11.8% | +13.7% | -1.9% | +8.7% |
| 3Y | +80.1% | +409.7% | -329.6% | +47.7% |
| 5Y | +59.0% | -17.0% | +76.0% | +42.1% |
| All | +85.8% | -53.0% | +138.8% | +69.1% |
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