+65.8%
MAR vs SPXS
-79.1%
+144.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.1% |
| 7D | -2.1% | +6.4% | -8.5% | 0.0% |
| 30D | -5.7% | +6.0% | -11.6% | -3.7% |
| 3M | -14.6% | -11.6% | -3.0% | -17.8% |
| 6M | +1.3% | -28.7% | +30.1% | -8.7% |
| YTD | +6.7% | -26.3% | +33.0% | -2.3% |
| 1Y | +26.4% | -34.9% | +61.4% | +11.4% |
| All | +65.8% | -79.1% | +144.9% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling