-49.3%
COMP vs SM
+115.4%
-164.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | 0.0% | +9.4% | -9.4% | -1.5% |
| 30D | +16.6% | -14.4% | +30.9% | +18.6% |
| 3M | -23.5% | +1.6% | -25.1% | -25.0% |
| 6M | +25.7% | +6.3% | +19.4% | +20.0% |
| YTD | -3.4% | +78.8% | -82.2% | -22.4% |
| 1Y | +7.6% | +83.1% | -75.6% | -14.5% |
| 3Y | +423.6% | -5.9% | +429.5% | +380.0% |
| 5Y | -10.6% | +4.8% | -15.4% | -21.6% |
| All | -49.3% | +115.4% | -164.8% | -59.7% |
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