+381.6%
COMP vs SM
-20.0%
+401.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.0% | +9.8% | +10.8% |
| 7D | +13.4% | -25.9% | +39.3% | +12.5% |
| 30D | +11.1% | -15.1% | +26.2% | +10.3% |
| 3M | -18.8% | +4.9% | -23.7% | -19.5% |
| 6M | +10.5% | +6.1% | +4.4% | +8.5% |
| YTD | -3.4% | +63.4% | -66.8% | -15.7% |
| 1Y | +19.7% | +72.5% | -52.8% | +2.6% |
| 3Y | +381.6% | -16.9% | +398.5% | +369.5% |
| All | +381.6% | -20.0% | +401.6% | +369.5% |
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