Track Record
Track record is updated every Monday morning using time-weighted returns and reflects performance through the end of the prior week.
Performance period: November 14, 2025 — April 10, 2026 (147 days)
Cumulative Return
-11.4%
Alpha vs S&P 500
-12.5%
CAGR
-26.0%
Sharpe Ratio
-0.07
Max Drawdown
-38.3%
Benchmark Comparison
Strategy performance compared to the S&P 500 (SPY) over the same period.
| Metric | Strategy | S&P 500 | Difference |
|---|---|---|---|
| Cumulative Return | -11.39% | +1.10% | -12.50% |
| CAGR | -25.96% | +2.77% | -28.73% |
| Max Drawdown | -38.34% | -9.13% | -29.21% |
Monthly Returns
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | — | — | — | — | — | — | — | — | — | — | +1.06% | +4.01% | +5.10% |
| 2026 | -8.62% | +23.54% | -33.52% | +12.33% | — | — | — | — | — | — | — | — | -15.70% |
Performance Summary
Equity Curve
TWR-based equity curve, $100,000 baseline
Disclaimer
Past performance is not indicative of future results. All returns shown are time-weighted and net of any applicable fees. This information is provided for informational purposes only and does not constitute investment advice or a recommendation to buy or sell any securities. The author is not a registered investment advisor, broker, or financial planner.