+174.9%
NVS vs SPXS
-99.6%
+274.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.6% |
| 7D | -14.3% | +2.5% | -16.8% | -13.9% |
| 30D | -10.0% | +4.2% | -14.2% | -9.3% |
| 3M | -10.9% | -9.3% | -1.6% | -12.1% |
| 6M | -12.0% | -30.7% | +18.7% | -16.5% |
| YTD | +2.5% | -28.1% | +30.6% | -2.0% |
| 1Y | +10.7% | -35.1% | +45.7% | +4.3% |
| 3Y | +53.3% | -79.6% | +132.9% | +22.8% |
| 5Y | +93.6% | -86.3% | +179.9% | +54.5% |
| All | +174.9% | -99.6% | +274.4% | +24.6% |
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