+98.9%
COMB vs SPY
+245.9%
-147.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +1.5% |
| 7D | -4.6% | -4.7% | +0.2% | -3.5% |
| 30D | -5.6% | -5.9% | +0.3% | -4.3% |
| 3M | +5.0% | -4.5% | +9.5% | +6.0% |
| 6M | -2.9% | +1.8% | -4.7% | -3.5% |
| YTD | +26.2% | +8.3% | +17.9% | +23.4% |
| 1Y | +29.6% | +9.3% | +20.2% | +26.3% |
| 3Y | +44.4% | +74.9% | -30.5% | +23.8% |
| 5Y | +54.7% | +67.3% | -12.6% | +33.2% |
| All | +98.9% | +245.9% | -147.1% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling