+4,054.8%
MAR vs SPXS
-100.0%
+4,154.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | +0.2% |
| 7D | +1.6% | -7.5% | +9.1% | -1.5% |
| 30D | +13.8% | +5.3% | +8.5% | +16.9% |
| 3M | +20.3% | +9.7% | +10.6% | +25.9% |
| 6M | +21.3% | -4.6% | +25.9% | +20.6% |
| YTD | +37.2% | -25.8% | +63.0% | +25.2% |
| 1Y | +48.4% | -28.8% | +77.2% | +33.5% |
| 3Y | +120.1% | -80.2% | +200.3% | +32.2% |
| 5Y | +182.1% | -83.2% | +265.3% | +91.7% |
| 10Y | +530.2% | -99.5% | +629.7% | +47.2% |
| All | +4,054.8% | -100.0% | +4,154.8% | +67.4% |
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