-4.1%
XLY vs COMP
+13.6%
-17.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | +0.4% |
| 7D | -1.7% | -5.5% | +3.8% | -1.0% |
| 30D | -4.2% | -17.4% | +13.3% | -1.9% |
| 3M | -2.7% | +24.4% | -27.1% | -5.5% |
| 6M | -0.6% | +21.8% | -22.4% | -4.5% |
| YTD | -5.0% | -0.6% | -4.5% | -7.4% |
| 1Y | -4.1% | +11.5% | -15.5% | -8.6% |
| All | -4.1% | +13.6% | -17.7% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling