+32.3%
NSC vs SPXS
-83.0%
+115.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.3% |
| 7D | +2.5% | -7.5% | +10.0% | +0.6% |
| 30D | +1.7% | +5.3% | -3.6% | +3.5% |
| 3M | -2.6% | +9.7% | -12.2% | +0.4% |
| 6M | +6.4% | -4.6% | +11.0% | +6.2% |
| YTD | +15.5% | -25.8% | +41.3% | +8.7% |
| 1Y | +17.6% | -28.8% | +46.4% | +9.7% |
| 3Y | +75.0% | -80.2% | +155.1% | +24.0% |
| All | +32.3% | -83.0% | +115.3% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling