+20.4%
NXT vs SPXS
-34.6%
+55.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | +0.4% |
| 7D | -2.6% | +6.4% | -9.0% | +2.8% |
| 30D | -22.4% | +6.0% | -28.4% | -18.0% |
| 3M | -27.3% | -11.6% | -15.7% | -32.2% |
| 6M | -28.5% | -28.7% | +0.2% | -40.0% |
| YTD | -6.6% | -26.3% | +19.7% | -18.4% |
| 1Y | +20.4% | -34.9% | +55.3% | +0.7% |
| All | +20.4% | -34.6% | +55.0% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling