-29.9%
COMP vs SPYG
+85.0%
-114.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.8% |
| 7D | +1.4% | +0.4% | +1.0% | +0.9% |
| 30D | -13.3% | -0.4% | -12.9% | -12.6% |
| 3M | +41.1% | +0.5% | +40.6% | +39.5% |
| 6M | +17.2% | +17.5% | -0.3% | -8.6% |
| YTD | +5.2% | +14.3% | -9.1% | -14.4% |
| 1Y | +18.9% | +21.7% | -2.8% | -13.8% |
| 3Y | +215.9% | +98.6% | +117.3% | -13.7% |
| All | -29.9% | +85.0% | -114.9% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling