+3,128.2%
MAR vs SPXS
-100.0%
+3,228.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -1.6% |
| 7D | -1.7% | -1.5% | -0.2% | -2.3% |
| 30D | -6.9% | +3.7% | -10.6% | -5.4% |
| 3M | -15.8% | -9.6% | -6.2% | -18.8% |
| 6M | +1.9% | -32.4% | +34.3% | -11.6% |
| YTD | +6.6% | -28.7% | +35.3% | -5.0% |
| 1Y | +23.7% | -38.1% | +61.8% | +4.8% |
| 3Y | +64.6% | -80.1% | +144.7% | -1.0% |
| 5Y | +156.4% | -85.9% | +242.3% | +61.8% |
| 10Y | +415.4% | -99.5% | +514.9% | +18.3% |
| All | +3,128.2% | -100.0% | +3,228.2% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling