-46.5%
COMP vs SPYG
+111.0%
-157.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +1.5% |
| 7D | +14.5% | 0.0% | +14.6% | +15.0% |
| 30D | +14.9% | -8.4% | +23.3% | +31.7% |
| 3M | -14.2% | -6.2% | -8.0% | -5.2% |
| 6M | +23.7% | -1.8% | +25.5% | +26.5% |
| YTD | +2.1% | +8.4% | -6.3% | -9.4% |
| 1Y | +26.2% | +10.1% | +16.1% | +9.1% |
| 3Y | +470.9% | +94.9% | +376.0% | +64.1% |
| 5Y | -14.0% | +68.5% | -82.5% | -68.8% |
| All | -46.5% | +111.0% | -157.5% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling