+44.8%
XLP vs COMP
+346.2%
-301.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.7% | -4.4% | +3.1% |
| 7D | +5.9% | +9.5% | -3.6% | +5.6% |
| 30D | +13.5% | +8.1% | +5.4% | +13.2% |
| 3M | +8.4% | -16.3% | +24.7% | +8.8% |
| 6M | +11.5% | +42.2% | -30.7% | +10.1% |
| YTD | +20.6% | -5.0% | +25.7% | +20.0% |
| 1Y | +24.3% | +20.1% | +4.2% | +22.6% |
| All | +44.8% | +346.2% | -301.4% | +33.4% |
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