+21.3%
NOK vs SPXS
-30.2%
+51.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -6.0% |
| 7D | -10.4% | +2.2% | -12.6% | -8.6% |
| 30D | -19.0% | +3.8% | -22.8% | -15.7% |
| 3M | -16.7% | +3.3% | -20.1% | -13.1% |
| 6M | -37.1% | -16.7% | -20.5% | -39.1% |
| YTD | +27.7% | -28.5% | +56.2% | +18.0% |
| 1Y | +21.3% | -30.4% | +51.7% | +11.4% |
| All | +21.3% | -30.2% | +51.5% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling