+177.5%
MAR vs SPY
+72.2%
+105.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +3.0% |
| 7D | +2.9% | -0.6% | +3.4% | +3.3% |
| 30D | +17.0% | -3.7% | +20.7% | +21.4% |
| 3M | +23.2% | -2.7% | +25.9% | +26.3% |
| 6M | +21.7% | +2.2% | +19.6% | +17.9% |
| YTD | +38.9% | +10.8% | +28.0% | +23.3% |
| 1Y | +48.7% | +11.2% | +37.4% | +31.4% |
| 3Y | +122.9% | +76.5% | +46.4% | +19.4% |
| 5Y | +177.5% | +72.9% | +104.5% | +54.1% |
| All | +177.5% | +72.2% | +105.3% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling