+88.5%
COM vs SPY
+274.0%
-185.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | -4.6% | -2.4% | -2.3% | -4.4% |
| 3M | -0.3% | -1.2% | +0.9% | -0.2% |
| 6M | -2.6% | +3.3% | -5.9% | -2.9% |
| YTD | +16.0% | +12.3% | +3.7% | +14.7% |
| 1Y | +16.2% | +12.4% | +3.8% | +15.0% |
| 3Y | +29.2% | +78.8% | -49.6% | +22.7% |
| 5Y | +38.4% | +75.2% | -36.8% | +31.6% |
| All | +88.5% | +274.0% | -185.5% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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