-10.5%
COMP vs SPXU
-84.0%
+73.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.9% | +6.6% | -0.1% |
| 7D | +2.2% | +1.5% | +0.7% | +4.9% |
| 30D | +16.3% | +6.4% | +10.0% | +24.2% |
| 3M | -19.1% | +4.2% | -23.4% | -14.0% |
| 6M | +17.1% | -7.8% | +24.9% | +16.6% |
| YTD | -2.9% | -27.5% | +24.6% | -14.7% |
| 1Y | +8.8% | -27.1% | +36.0% | -3.5% |
| 3Y | +423.5% | -80.8% | +504.3% | +98.5% |
| 5Y | -10.5% | -84.1% | +73.6% | -53.8% |
| All | -10.5% | -84.0% | +73.5% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 5y: compounded portfolio wealth divided by compounded SPXU 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…
5y analysis · Full analysis span regression · 6 months rolling