+92.7%
NXT vs SPXS
-79.5%
+172.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.1% | -2.9% |
| 7D | -0.2% | +1.2% | -1.5% | +0.4% |
| 30D | -20.0% | +5.2% | -25.1% | -17.8% |
| 3M | -30.9% | -9.2% | -21.8% | -32.4% |
| 6M | -23.8% | -29.6% | +5.8% | -31.4% |
| YTD | -5.4% | -27.6% | +22.2% | -13.0% |
| 1Y | +28.0% | -36.7% | +64.8% | +14.1% |
| All | +92.7% | -79.5% | +172.2% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling