-49.3%
COMP vs SM
+97.0%
-146.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.0% | +9.8% | +10.6% |
| 7D | +13.4% | -25.9% | +39.3% | +18.5% |
| 30D | +11.1% | -15.1% | +26.2% | +13.1% |
| 3M | -18.8% | +4.9% | -23.7% | -21.0% |
| 6M | +10.5% | +6.1% | +4.4% | +4.9% |
| YTD | -3.4% | +63.4% | -66.8% | -21.2% |
| 1Y | +19.7% | +72.5% | -52.8% | -4.3% |
| 3Y | +381.6% | -16.9% | +398.5% | +353.1% |
| 5Y | -17.6% | -10.6% | -6.9% | -26.0% |
| All | -49.3% | +97.0% | -146.3% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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