+55.2%
XLP vs COMP
-56.6%
+111.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.2% | +7.4% | -0.5% |
| 7D | +3.5% | -1.8% | +5.3% | +3.5% |
| 30D | +11.6% | -0.8% | +12.3% | +11.5% |
| 3M | +7.6% | -28.1% | +35.8% | +8.7% |
| 6M | +10.0% | +27.0% | -17.0% | +8.7% |
| YTD | +19.7% | -12.8% | +32.5% | +19.5% |
| 1Y | +23.5% | +4.9% | +18.6% | +22.3% |
| 3Y | +44.0% | +321.0% | -277.0% | +33.6% |
| 5Y | +42.7% | -25.6% | +68.3% | +32.5% |
| All | +55.2% | -56.6% | +111.8% | +42.3% |
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