+428.8%
MAR vs SPY
+321.4%
+107.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.3% |
| 7D | -0.5% | -0.4% | -0.1% | -0.1% |
| 30D | -4.7% | -1.4% | -3.3% | -3.2% |
| 3M | -15.6% | +3.7% | -19.3% | -19.2% |
| 6M | +1.2% | +13.0% | -11.8% | -11.9% |
| YTD | +7.5% | +12.4% | -4.9% | -5.9% |
| 1Y | +26.6% | +18.5% | +8.1% | +4.2% |
| 3Y | +66.0% | +77.6% | -11.7% | -12.6% |
| 5Y | +154.1% | +81.7% | +72.4% | +31.0% |
| All | +428.8% | +321.4% | +107.4% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling