-49.3%
COMP vs SPXU
-89.6%
+40.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.7% | +11.5% | +10.2% |
| 7D | +13.4% | +7.6% | +5.9% | +20.9% |
| 30D | +11.1% | +17.5% | -6.4% | +26.5% |
| 3M | -18.8% | +14.7% | -33.5% | -8.3% |
| 6M | +10.5% | -0.1% | +10.6% | +16.0% |
| YTD | -3.4% | -19.8% | +16.4% | -8.8% |
| 1Y | +19.7% | -23.7% | +43.4% | +9.9% |
| 3Y | +381.6% | -79.5% | +461.1% | +100.3% |
| 5Y | -17.6% | -81.9% | +64.3% | -54.4% |
| All | -49.3% | -89.6% | +40.3% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling