+207.2%
COMP vs S
+16.9%
+190.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +1.4% | -7.7% | +9.1% | +4.2% |
| 30D | -13.3% | -5.3% | -8.0% | -12.3% |
| 3M | +41.1% | +20.3% | +20.9% | +29.7% |
| 6M | +17.2% | +47.4% | -30.2% | -1.9% |
| YTD | +5.2% | +32.5% | -27.3% | -8.6% |
| 1Y | +18.9% | +9.5% | +9.4% | +10.4% |
| All | +207.2% | +16.9% | +190.2% | +127.1% |
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