+999.5%
NSC vs SPXS
-100.0%
+1,099.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.9% |
| 7D | -5.5% | -0.1% | -5.4% | -5.5% |
| 30D | -3.2% | +0.8% | -4.0% | -2.9% |
| 3M | +7.7% | -4.7% | +12.4% | +6.3% |
| 6M | +4.5% | -29.6% | +34.2% | -6.6% |
| YTD | +15.6% | -29.8% | +45.4% | +3.5% |
| 1Y | +19.8% | -38.9% | +58.8% | +2.8% |
| 3Y | +70.1% | -79.6% | +149.7% | +8.4% |
| 5Y | +46.1% | -85.9% | +132.0% | -5.5% |
| 10Y | +328.1% | -99.5% | +427.6% | +14.9% |
| All | +999.5% | -100.0% | +1,099.5% | -27.0% |
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 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