-22.3%
COMP vs S
-52.7%
+30.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.6% | +9.1% | +10.0% |
| 7D | +13.4% | -13.4% | +26.9% | +20.8% |
| 30D | +11.1% | -14.0% | +25.1% | +18.1% |
| 3M | -18.8% | +4.9% | -23.7% | -22.9% |
| 6M | +10.5% | +42.0% | -31.5% | -9.8% |
| YTD | -3.4% | +45.1% | -48.5% | -23.4% |
| 1Y | +19.7% | +33.1% | -13.4% | -2.2% |
| 3Y | +381.6% | +40.6% | +341.0% | +248.9% |
| 5Y | -17.6% | -67.5% | +49.9% | -15.0% |
| All | -22.3% | -52.7% | +30.4% | -16.4% |
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