+6.0%
SO vs COMP
+7.7%
-1.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.2% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +4.7% | +16.6% | -11.8% | +5.1% |
| 3M | +1.7% | -23.5% | +25.2% | +0.8% |
| 6M | +2.2% | +25.7% | -23.6% | +3.1% |
| YTD | +10.0% | -3.4% | +13.4% | +10.6% |
| 1Y | +6.0% | +7.6% | -1.5% | +5.4% |
| All | +6.0% | +7.7% | -1.7% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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