+54.8%
XLP vs COMP
-53.0%
+107.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.6% | +0.4% |
| 7D | +2.3% | +7.2% | -4.9% | +2.1% |
| 30D | +9.1% | +6.4% | +2.7% | +8.8% |
| 3M | +7.9% | -19.4% | +27.3% | +8.5% |
| 6M | +9.6% | +14.6% | -5.0% | +8.8% |
| YTD | +19.4% | -5.5% | +24.9% | +18.8% |
| 1Y | +22.4% | +13.7% | +8.7% | +20.9% |
| 3Y | +43.2% | +409.7% | -366.5% | +31.9% |
| 5Y | +42.6% | -17.0% | +59.6% | +32.1% |
| All | +54.8% | -53.0% | +107.8% | +41.5% |
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 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