+8.8%
COMP vs SM
+72.9%
-64.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.6% | -2.9% | +5.5% |
| 7D | +2.2% | +0.3% | +1.9% | +2.2% |
| 30D | +16.3% | -17.3% | +33.7% | +7.0% |
| 3M | -19.1% | -3.6% | -15.6% | -18.3% |
| 6M | +17.1% | +2.9% | +14.2% | +27.7% |
| YTD | -2.9% | +70.2% | -73.1% | +18.8% |
| 1Y | +8.8% | +66.5% | -57.7% | +33.6% |
| All | +8.8% | +72.9% | -64.1% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling