-46.7%
COMP vs SPYG
+121.6%
-168.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.6% |
| 7D | +4.1% | +1.2% | +2.9% | +2.2% |
| 30D | -14.5% | -1.6% | -13.0% | -12.3% |
| 3M | +41.8% | +3.4% | +38.5% | +34.5% |
| 6M | +23.6% | +18.9% | +4.7% | -5.0% |
| YTD | +1.7% | +13.8% | -12.1% | -16.2% |
| 1Y | +12.6% | +20.6% | -8.0% | -16.5% |
| 3Y | +221.9% | +100.5% | +121.4% | -10.2% |
| 5Y | -28.1% | +84.6% | -112.8% | -76.6% |
| All | -46.7% | +121.6% | -168.2% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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