+334.9%
COMP vs S
+32.3%
+302.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -8.8% | +0.6% | -5.1% |
| 7D | -1.8% | -16.7% | +14.9% | +4.3% |
| 30D | -0.8% | -17.0% | +16.2% | +5.2% |
| 3M | -28.1% | +2.0% | -30.1% | -30.1% |
| 6M | +27.0% | +35.1% | -8.1% | +10.2% |
| YTD | -12.8% | +42.8% | -55.6% | -26.8% |
| 1Y | +4.9% | +27.7% | -22.8% | -8.8% |
| All | +334.9% | +32.3% | +302.6% | +162.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling