-25.6%
COMP vs S
-69.2%
+43.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -8.8% | +0.6% | -3.9% |
| 7D | -1.8% | -16.7% | +14.9% | +7.0% |
| 30D | -0.8% | -17.0% | +16.2% | +7.8% |
| 3M | -28.1% | +2.0% | -30.1% | -31.2% |
| 6M | +27.0% | +35.1% | -8.1% | +3.8% |
| YTD | -12.8% | +42.8% | -55.6% | -31.9% |
| 1Y | +4.9% | +27.7% | -22.8% | -14.3% |
| 3Y | +321.0% | +33.0% | +288.0% | +199.8% |
| 5Y | -25.6% | -68.0% | +42.4% | -13.6% |
| All | -25.6% | -69.2% | +43.6% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling