-15.4%
COMP vs S
-56.8%
+41.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +1.4% | -7.7% | +9.1% | +4.9% |
| 30D | -13.3% | -5.3% | -8.0% | -12.1% |
| 3M | +41.1% | +20.3% | +20.9% | +27.3% |
| 6M | +17.2% | +47.4% | -30.2% | -5.6% |
| YTD | +5.2% | +32.5% | -27.3% | -11.5% |
| 1Y | +18.9% | +9.5% | +9.4% | +7.9% |
| 3Y | +215.9% | +15.5% | +200.4% | +155.7% |
| 5Y | -31.2% | -71.2% | +40.0% | -25.5% |
| All | -15.4% | -56.8% | +41.4% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling