+97.0%
COMB vs SPY
+256.0%
-159.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.9% | +2.6% | -3.5% | -1.5% |
| 30D | -7.1% | -2.0% | -5.2% | -6.8% |
| 3M | +0.3% | -2.8% | +3.1% | +0.9% |
| 6M | -5.1% | +2.1% | -7.3% | -5.8% |
| YTD | +25.0% | +11.5% | +13.5% | +21.4% |
| 1Y | +25.6% | +13.5% | +12.2% | +21.4% |
| 3Y | +45.3% | +77.7% | -32.4% | +24.2% |
| 5Y | +53.5% | +72.6% | -19.1% | +31.2% |
| All | +97.0% | +256.0% | -159.0% | +42.8% |
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