+498.8%
MAR vs SPY
+307.0%
+191.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +1.6% | +2.6% | -1.0% | -1.2% |
| 30D | +13.8% | -2.0% | +15.8% | +16.0% |
| 3M | +20.3% | -2.8% | +23.1% | +23.6% |
| 6M | +21.3% | +2.1% | +19.2% | +17.4% |
| YTD | +37.2% | +11.5% | +25.7% | +20.7% |
| 1Y | +48.4% | +13.5% | +35.0% | +28.0% |
| 3Y | +120.1% | +77.7% | +42.4% | +15.4% |
| 5Y | +182.1% | +72.6% | +109.5% | +53.4% |
| All | +498.8% | +307.0% | +191.8% | +34.1% |
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