+85.5%
XLF vs COMP
-52.8%
+138.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | +1.2% | +8.9% | -7.7% | +0.4% |
| 30D | +6.2% | +14.0% | -7.8% | +4.8% |
| 3M | +0.9% | -21.1% | +22.0% | +2.6% |
| 6M | +13.6% | +20.1% | -6.4% | +11.0% |
| YTD | +7.6% | -5.0% | +12.6% | +6.3% |
| 1Y | +10.2% | +5.7% | +4.5% | +7.8% |
| 3Y | +79.8% | +412.2% | -332.4% | +47.4% |
| 5Y | +58.0% | -12.1% | +70.1% | +40.7% |
| All | +85.5% | -52.8% | +138.3% | +68.8% |
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