+42.9%
XLP vs COMP
-47.7%
+90.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -1.0% | +1.4% | -2.4% | -1.1% |
| 30D | -0.9% | -13.3% | +12.4% | -0.4% |
| 3M | +3.8% | +41.1% | -37.3% | +2.5% |
| 6M | -1.7% | +17.2% | -18.9% | -2.7% |
| YTD | +10.3% | +5.2% | +5.1% | +9.4% |
| 1Y | +7.8% | +18.9% | -11.1% | +6.4% |
| 3Y | +27.2% | +215.9% | -188.7% | +19.2% |
| 5Y | +32.5% | -31.2% | +63.7% | +21.9% |
| All | +42.9% | -47.7% | +90.6% | +30.4% |
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 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