-49.1%
COMP vs SPY
+105.2%
-154.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | 0.0% |
| 7D | +2.2% | -0.9% | +3.1% | +4.5% |
| 30D | +16.3% | -2.4% | +18.7% | +22.8% |
| 3M | -19.1% | -1.2% | -18.0% | -16.5% |
| 6M | +17.1% | +3.3% | +13.8% | +10.8% |
| YTD | -2.9% | +12.3% | -15.2% | -21.1% |
| 1Y | +8.8% | +12.4% | -3.6% | -12.0% |
| 3Y | +423.5% | +78.8% | +344.7% | +44.2% |
| 5Y | -10.5% | +75.2% | -85.6% | -73.1% |
| All | -49.1% | +105.2% | -154.3% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling