+207.2%
COMP vs SM
-7.7%
+214.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.1% | +0.5% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -13.3% | +26.3% | -39.6% | -13.3% |
| 3M | +41.1% | +8.7% | +32.4% | +42.0% |
| 6M | +17.2% | +51.7% | -34.5% | +10.5% |
| YTD | +5.2% | +99.0% | -93.8% | -6.6% |
| 1Y | +18.9% | +34.6% | -15.7% | +15.3% |
| All | +207.2% | -7.7% | +214.9% | +206.3% |
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