+77.8%
NSC vs SPXS
-80.6%
+158.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +1.0% |
| 7D | +1.6% | -9.5% | +11.1% | -0.5% |
| 30D | +4.2% | +7.4% | -3.2% | +6.3% |
| 3M | -0.2% | +6.1% | -6.4% | +1.7% |
| 6M | +7.6% | -7.3% | +14.8% | +6.5% |
| YTD | +17.4% | -26.7% | +44.1% | +10.5% |
| 1Y | +18.3% | -26.2% | +44.5% | +11.8% |
| All | +77.8% | -80.6% | +158.4% | +22.9% |
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