+2,498.9%
MAR vs SPY
+1,043.7%
+1,455.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | -6.7% | +0.1% | -6.7% | -6.8% |
| 3M | -12.5% | +2.0% | -14.5% | -14.8% |
| 6M | +0.6% | +13.0% | -12.4% | -12.3% |
| YTD | +9.1% | +13.5% | -4.4% | -5.5% |
| 1Y | +26.2% | +20.0% | +6.2% | +2.8% |
| 3Y | +68.2% | +77.2% | -9.0% | -10.4% |
| 5Y | +163.9% | +81.9% | +82.0% | +37.3% |
| 10Y | +420.6% | +314.1% | +106.5% | +12.7% |
| All | +2,498.9% | +1,043.7% | +1,455.2% | +116.3% |
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