+1,796.9%
MAR vs SPXU
-100.0%
+1,896.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -1.6% |
| 7D | -1.7% | -1.5% | -0.3% | -2.3% |
| 30D | -6.9% | +3.7% | -10.6% | -5.5% |
| 3M | -15.8% | -9.6% | -6.3% | -18.7% |
| 6M | +1.9% | -32.4% | +34.3% | -11.1% |
| YTD | +6.6% | -28.7% | +35.3% | -4.6% |
| 1Y | +23.7% | -38.2% | +61.9% | +5.3% |
| 3Y | +64.6% | -80.4% | +145.0% | +0.3% |
| 5Y | +156.4% | -86.0% | +242.4% | +64.3% |
| 10Y | +415.4% | -99.5% | +514.9% | +27.2% |
| All | +1,796.9% | -100.0% | +1,896.9% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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