+67.6%
SPY vs COMP
-17.6%
+85.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.7% | -10.4% | -0.7% |
| 7D | -2.7% | +13.4% | -16.1% | -4.0% |
| 30D | -5.4% | +11.1% | -16.5% | -6.6% |
| 3M | -4.1% | -18.8% | +14.7% | -2.5% |
| 6M | +0.7% | +10.5% | -9.8% | -1.1% |
| YTD | +8.7% | -3.4% | +12.1% | +7.0% |
| 1Y | +10.9% | +19.7% | -8.8% | +6.8% |
| 3Y | +75.0% | +381.6% | -306.6% | +40.4% |
| All | +67.6% | -17.6% | +85.2% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling