+82.2%
XLF vs COMP
-52.0%
+134.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.7% | -11.3% | -1.5% |
| 7D | +1.2% | +13.4% | -12.3% | -0.1% |
| 30D | +6.3% | +11.1% | -4.8% | +5.2% |
| 3M | -0.8% | -18.8% | +18.1% | +0.7% |
| 6M | +11.0% | +10.5% | +0.5% | +9.2% |
| YTD | +5.6% | -3.4% | +9.0% | +4.3% |
| 1Y | +10.8% | +19.7% | -8.9% | +7.2% |
| 3Y | +77.8% | +381.6% | -303.8% | +46.6% |
| 5Y | +55.6% | -17.6% | +73.2% | +39.1% |
| All | +82.2% | -52.0% | +134.2% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling