+3,207.6%
MAR vs SPY
+1,016.4%
+2,191.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +3.1% |
| 7D | +2.9% | -0.6% | +3.4% | +3.3% |
| 30D | +17.0% | -3.7% | +20.7% | +21.6% |
| 3M | +23.2% | -2.7% | +25.9% | +26.5% |
| 6M | +21.7% | +2.2% | +19.6% | +17.8% |
| YTD | +38.9% | +10.8% | +28.0% | +23.1% |
| 1Y | +48.7% | +11.2% | +37.4% | +31.2% |
| 3Y | +122.9% | +76.5% | +46.4% | +18.9% |
| 5Y | +177.5% | +72.9% | +104.5% | +52.0% |
| 10Y | +537.5% | +304.8% | +232.7% | +40.9% |
| All | +3,207.6% | +1,016.4% | +2,191.2% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling