+433.8%
MAR vs SPXS
-99.6%
+533.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +0.8% |
| 7D | -0.5% | +2.5% | -3.0% | +0.4% |
| 30D | -5.4% | +4.2% | -9.6% | -3.9% |
| 3M | -15.5% | -9.3% | -6.2% | -18.1% |
| 6M | +3.0% | -30.7% | +33.7% | -8.4% |
| YTD | +8.5% | -28.1% | +36.6% | -1.6% |
| 1Y | +26.0% | -35.1% | +61.0% | +10.7% |
| 3Y | +68.6% | -79.6% | +148.2% | +9.0% |
| 5Y | +157.4% | -86.3% | +243.6% | +71.0% |
| All | +433.8% | -99.6% | +533.4% | +66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling