+57.4%
MAR vs SPXS
-30.2%
+87.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.9% | +6.9% | +1.0% |
| 7D | +7.7% | +2.2% | +5.6% | +8.3% |
| 30D | +19.4% | +3.8% | +15.6% | +20.5% |
| 3M | +23.3% | +3.3% | +20.0% | +24.6% |
| 6M | +22.8% | -16.7% | +39.5% | +17.1% |
| YTD | +37.8% | -28.5% | +66.3% | +25.6% |
| 1Y | +57.4% | -30.4% | +87.8% | +43.0% |
| All | +57.4% | -30.2% | +87.5% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling