+45.0%
NOK vs SPXS
-100.0%
+145.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +1.6% |
| 7D | +9.3% | +1.2% | +8.1% | +9.8% |
| 30D | +17.9% | +5.2% | +12.7% | +20.2% |
| 3M | -22.3% | -9.2% | -13.1% | -23.8% |
| 6M | +36.4% | -29.6% | +66.0% | +24.2% |
| YTD | +66.3% | -27.6% | +93.9% | +54.0% |
| 1Y | +134.4% | -36.7% | +171.2% | +108.6% |
| 3Y | +186.6% | -79.8% | +266.4% | +84.8% |
| 5Y | +102.7% | -85.9% | +188.5% | +35.7% |
| 10Y | +129.8% | -99.5% | +229.4% | -42.4% |
| All | +45.0% | -100.0% | +145.0% | -91.2% |
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