+41.6%
XLY vs COMP
-47.7%
+89.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.4% |
| 7D | -2.0% | +1.4% | -3.3% | -2.2% |
| 30D | -3.1% | -13.3% | +10.2% | -1.2% |
| 3M | -1.8% | +41.1% | -42.9% | -7.0% |
| 6M | -0.9% | +17.2% | -18.1% | -4.6% |
| YTD | -3.4% | +5.2% | -8.6% | -6.1% |
| 1Y | -1.5% | +18.9% | -20.4% | -6.5% |
| 3Y | +38.8% | +215.9% | -177.1% | +7.8% |
| 5Y | +30.5% | -31.2% | +61.7% | +10.7% |
| All | +41.6% | -47.7% | +89.2% | +21.6% |
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 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