+298.3%
NSC vs SPXS
-99.5%
+397.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +1.0% |
| 7D | -3.4% | +0.4% | -3.8% | -2.8% |
| 30D | +3.6% | +10.8% | -7.2% | +7.8% |
| 3M | -1.4% | +9.6% | -11.0% | +2.4% |
| 6M | +6.0% | -4.7% | +10.7% | +5.4% |
| YTD | +15.5% | -24.6% | +40.1% | +7.4% |
| 1Y | +16.2% | -24.6% | +40.8% | +8.3% |
| 3Y | +76.9% | -79.8% | +156.7% | +14.5% |
| 5Y | +29.3% | -83.3% | +112.6% | -8.8% |
| 10Y | +298.3% | -99.5% | +397.8% | +2.0% |
| All | +298.3% | -99.5% | +397.8% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling