+5.7%
COMP vs SPY
+11.8%
-6.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -1.3% |
| 7D | +8.9% | +3.3% | +5.6% | +1.0% |
| 30D | +14.0% | -2.7% | +16.6% | +22.1% |
| 3M | -21.1% | -1.7% | -19.4% | -17.2% |
| 6M | +20.1% | +3.1% | +17.0% | +11.8% |
| YTD | -5.0% | +11.9% | -16.9% | -26.9% |
| 1Y | +5.7% | +12.0% | -6.3% | -18.8% |
| All | +5.7% | +11.8% | -6.1% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling