+80.1%
XLF vs COMP
+414.9%
-334.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.9% |
| 3M | +0.9% | -21.1% | +22.0% | +2.4% |
| 6M | +13.6% | +20.1% | -6.4% | +11.3% |
| YTD | +7.6% | -5.0% | +12.6% | +6.5% |
| 1Y | +10.2% | +5.7% | +4.5% | +8.1% |
| All | +80.1% | +414.9% | -334.8% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling