+82.0%
XLF vs COMP
-49.4%
+131.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +2.0% | -1.1% |
| 7D | +0.2% | +4.1% | -3.9% | -0.2% |
| 30D | -0.5% | -14.5% | +14.0% | +0.8% |
| 3M | +10.6% | +41.8% | -31.2% | +6.9% |
| 6M | +14.3% | +23.6% | -9.3% | +11.0% |
| YTD | +5.5% | +1.7% | +3.8% | +4.0% |
| 1Y | +9.6% | +12.6% | -3.0% | +6.6% |
| 3Y | +75.2% | +221.9% | -146.7% | +49.9% |
| 5Y | +65.5% | -28.1% | +93.7% | +49.0% |
| All | +82.0% | -49.4% | +131.4% | +65.0% |
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