-0.2%
COMP vs SUNB
+13.3%
-13.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.2% |
| 7D | +8.9% | +7.1% | +1.8% | +5.9% |
| 30D | +14.0% | +5.4% | +8.5% | +11.5% |
| 3M | -21.1% | +1.7% | -22.8% | -21.7% |
| 6M | +20.1% | +14.1% | +6.0% | +10.5% |
| All | -0.2% | +13.3% | -13.5% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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