+20.1%
COMP vs S
+36.5%
-16.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.6% | +6.1% | +7.4% |
| 7D | +9.5% | -8.2% | +17.7% | +11.4% |
| 30D | +8.1% | -7.6% | +15.7% | +9.5% |
| 3M | -16.3% | +12.0% | -28.3% | -19.4% |
| 6M | +42.2% | +50.6% | -8.4% | +26.3% |
| YTD | -5.0% | +56.6% | -61.6% | -18.3% |
| 1Y | +20.1% | +39.2% | -19.1% | +4.9% |
| All | +20.1% | +36.5% | -16.4% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling