+44.6%
XLP vs COMP
-21.4%
+66.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.7% | -4.4% | +3.1% |
| 7D | +5.9% | +9.5% | -3.6% | +5.5% |
| 30D | +13.5% | +8.1% | +5.4% | +13.1% |
| 3M | +8.4% | -16.3% | +24.7% | +9.0% |
| 6M | +11.5% | +42.2% | -30.7% | +9.7% |
| YTD | +20.6% | -5.0% | +25.7% | +20.0% |
| 1Y | +24.3% | +20.1% | +4.2% | +22.4% |
| 3Y | +45.1% | +358.4% | -313.4% | +33.2% |
| 5Y | +44.6% | -21.9% | +66.5% | +34.4% |
| All | +44.6% | -21.4% | +66.0% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling