+24.2%
XLY vs COMP
-14.2%
+38.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -0.5% |
| 7D | -1.1% | +2.2% | -3.3% | -1.6% |
| 30D | +7.8% | +16.3% | -8.6% | +5.0% |
| 3M | +1.7% | -19.1% | +20.8% | +4.4% |
| 6M | +1.8% | +17.1% | -15.3% | -1.7% |
| YTD | +2.0% | -2.9% | +4.9% | -0.2% |
| 1Y | +1.8% | +8.8% | -7.0% | -2.2% |
| 3Y | +53.7% | +423.5% | -369.8% | +8.9% |
| 5Y | +24.2% | -10.5% | +34.7% | +10.2% |
| All | +24.2% | -14.2% | +38.5% | +10.2% |
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