+334.9%
COMP vs SM
-20.8%
+355.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.6% | -3.6% | -8.3% |
| 7D | -1.8% | -25.1% | +23.3% | -2.7% |
| 30D | -0.8% | -15.6% | +14.8% | -1.5% |
| 3M | -28.1% | +2.7% | -30.8% | -28.7% |
| 6M | +27.0% | -3.8% | +30.8% | +25.5% |
| YTD | -12.8% | +61.8% | -74.6% | -23.9% |
| 1Y | +4.9% | +71.4% | -66.5% | -10.2% |
| All | +334.9% | -20.8% | +355.7% | +323.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling