-30.3%
NXT vs SPXS
-6.1%
-24.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +2.7% |
| 7D | -9.4% | -7.5% | -1.9% | -15.4% |
| 30D | +15.1% | +5.3% | +9.8% | +23.9% |
| 3M | -9.1% | +9.7% | -18.8% | +4.0% |
| 6M | -30.3% | -4.6% | -25.8% | -27.5% |
| All | -30.3% | -6.1% | -24.2% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling