-6.3%
NVTS vs SPXS
-85.5%
+79.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +3.1% |
| 7D | +9.7% | -1.5% | +11.2% | +8.1% |
| 30D | -13.6% | +3.7% | -17.3% | -10.7% |
| 3M | -51.0% | -9.6% | -41.4% | -52.9% |
| 6M | +46.3% | -32.4% | +78.7% | +17.8% |
| YTD | +68.1% | -28.7% | +96.7% | +46.4% |
| 1Y | +113.9% | -38.1% | +152.0% | +74.7% |
| 3Y | +45.3% | -80.1% | +125.4% | -31.2% |
| All | -6.3% | -85.5% | +79.3% | -43.6% |
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 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