Portfolio Performance
Every number on this page is computed from my published source spreadsheet — including the losing months. Benchmark is the S&P 500.
Loading latest performance data…Risk & return at a glance
Ratios are calculated from average monthly returns, annualized.
CAGR
Geometric annualized return of the portfolio.
Sharpe Ratio
Return per unit of total risk — higher means a more favorable risk-to-reward profile.
Sortino Ratio
Like Sharpe, but only penalizes downside volatility.
Information Ratio
Excess return over the benchmark relative to tracking error.
Alpha (annualized)
Outperformance versus the market on a risk-adjusted basis.
Beta (vs S&P 500)
Sensitivity to market moves — above 1 means more volatile than the index.
Growth of $100,000
Hypothetical value of $100,000 invested at the start of the track record, portfolio vs S&P 500.
Monthly returns
Modified-Dietz portfolio return each month, side by side with the S&P 500.
Monthly data table
| Month | Portfolio | S&P 500 | Active return |
|---|
Source spreadsheet (Google Sheets)
The raw published spreadsheet every figure on this page is computed from.
Performance figures are self-reported and based on Modified-Dietz returns of a personal portfolio. Past performance does not guarantee future results. Nothing on this site is investment advice.