Performance Attribution Report — February 2026
Period: 02 Feb 2026 to 27 Feb 2026 |
Initial AuM: $99,992.50
Performance Summary
| February 2026 | Since Inception |
|---|
| Fund Return (NAV) |
-0.17% |
-0.17% |
| S&P 500 Return |
-0.87% |
-0.87% |
| Active Return |
+0.70% |
+0.70% |
P&L Summary (USD, cumulative to 27 Feb 2026)
| USD |
|---|
| Model Grand Total | +2,421.22 |
| Portfolio Grand Total (NAV) | -169.99 |
| S&P 500 P&L | -868.85 |
| Portfolio vs S&P 500 | +698.87 |
Portfolio – Avg Exposure & Entry Prices [2026-02-02 → 2026-02-27]
| Instrument | Avg Position (units) | Avg Entry Price (USD) | Avg Exposure (USD) |
|---|
| Energy | 36.75 | 11.16 | 410.22 |
| Materials | 135.75 | 2.94 | 398.77 |
| Industrials | 124.75 | 3.70 | 461.89 |
| ConsDiscretionary | 0.00 | 0.00 | 0.00 |
| ConsStaples | 25.75 | 11.93 | 307.20 |
| HealthCare | 25.75 | 12.23 | 314.86 |
| Financials | 19.75 | 15.12 | 298.52 |
| IT | 0.00 | 0.00 | 0.00 |
| CommServices | 0.00 | 0.00 | 0.00 |
| Utilities | 33.00 | 14.62 | 482.62 |
| REITS | 47.75 | 6.66 | 318.13 |
| MES Futures (RoRo) | 0.10 | 6,914.35 | 3,457.18 |
| MES Futures Long/Short (signed) | 0.10 | 6,914.35 | 3,457.18 |
| PULS (Cash_Carry) | 600.00 | 49.60 | 29,760.00 |
Charts