-23.6%
COMP vs S
-51.5%
+28.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.3% | +4.1% | +0.7% |
| 7D | +8.9% | +4.1% | +4.8% | +7.0% |
| 30D | +14.0% | -7.2% | +21.1% | +17.2% |
| 3M | -21.1% | 0.0% | -21.1% | -23.3% |
| 6M | +20.1% | +41.6% | -21.5% | -1.6% |
| YTD | -5.0% | +48.6% | -53.6% | -25.5% |
| 1Y | +5.7% | +30.0% | -24.4% | -12.6% |
| 3Y | +412.2% | +42.2% | +370.1% | +269.4% |
| 5Y | -12.1% | -70.8% | +58.7% | -9.8% |
| All | -23.6% | -51.5% | +28.0% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling