-45.8%
NVD vs SPXS
-33.3%
-12.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | 0.0% |
| 7D | +0.5% | +1.2% | -0.7% | -1.0% |
| 30D | -9.3% | +5.2% | -14.5% | -14.3% |
| 3M | -22.1% | -9.2% | -12.9% | -11.6% |
| 6M | -45.8% | -29.6% | -16.2% | -21.1% |
| All | -45.8% | -33.3% | -12.5% | -21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling