+527.6%
NVS vs SPXS
-100.0%
+627.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | +0.1% |
| 7D | -15.4% | +1.2% | -16.6% | -15.1% |
| 30D | -12.3% | +5.2% | -17.5% | -11.5% |
| 3M | -7.8% | -9.2% | +1.4% | -9.1% |
| 6M | -13.0% | -29.6% | +16.6% | -17.6% |
| YTD | +2.8% | -27.6% | +30.4% | -2.0% |
| 1Y | +10.6% | -36.7% | +47.4% | +3.3% |
| 3Y | +55.1% | -79.8% | +134.9% | +22.3% |
| 5Y | +91.7% | -85.9% | +177.5% | +51.6% |
| 10Y | +181.2% | -99.5% | +280.8% | +35.8% |
| All | +527.6% | -100.0% | +627.6% | +65.2% |
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