+57.2%
XLU vs COMP
-49.7%
+107.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +0.6% | +0.8% | -0.2% | +0.6% |
| 30D | -0.4% | -13.9% | +13.4% | +0.2% |
| 3M | -1.7% | +30.7% | -32.5% | -3.1% |
| 6M | -7.1% | +18.7% | -25.8% | -8.4% |
| YTD | +1.9% | +1.0% | +0.9% | +1.1% |
| 1Y | +6.1% | +15.1% | -9.0% | +4.3% |
| 3Y | +48.8% | +219.8% | -171.0% | +35.7% |
| 5Y | +43.8% | -28.7% | +72.5% | +28.1% |
| All | +57.2% | -49.7% | +107.0% | +40.6% |
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