+19.8%
NSC vs SPXS
-40.2%
+60.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.6% |
| 7D | -5.5% | -0.1% | -5.4% | -5.5% |
| 30D | -3.2% | +0.8% | -4.0% | -3.1% |
| 3M | +7.7% | -4.7% | +12.4% | +7.5% |
| 6M | +4.5% | -29.6% | +34.2% | +0.2% |
| YTD | +15.6% | -29.8% | +45.4% | +10.9% |
| 1Y | +19.8% | -38.9% | +58.8% | +12.7% |
| All | +19.8% | -40.2% | +60.1% | +12.7% |
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