+180.8%
NOK vs SPXS
-79.1%
+259.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -0.7% |
| 7D | +8.7% | +6.4% | +2.3% | +10.9% |
| 30D | +12.5% | +6.0% | +6.5% | +14.8% |
| 3M | -20.7% | -11.6% | -9.1% | -22.7% |
| 6M | +36.2% | -28.7% | +64.9% | +27.6% |
| YTD | +64.1% | -26.3% | +90.4% | +55.9% |
| 1Y | +132.4% | -34.9% | +167.3% | +115.6% |
| All | +180.8% | -79.1% | +259.9% | +95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling