-54.2%
COMP vs SPY
+98.0%
-152.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.4% | -3.8% | +1.0% |
| 7D | -1.8% | -4.7% | +2.9% | +8.9% |
| 30D | -0.8% | -5.9% | +5.2% | +12.9% |
| 3M | -28.1% | -4.5% | -23.6% | -20.4% |
| 6M | +27.0% | +1.8% | +25.2% | +24.3% |
| YTD | -12.8% | +8.3% | -21.1% | -23.8% |
| 1Y | +4.9% | +9.3% | -4.5% | -10.2% |
| 3Y | +321.0% | +74.9% | +246.2% | +20.8% |
| 5Y | -25.6% | +67.3% | -92.9% | -75.8% |
| All | -54.2% | +98.0% | -152.2% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling