+180.5%
NXT vs SPXS
-83.6%
+264.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +1.9% |
| 7D | +2.9% | -1.5% | +4.4% | +2.1% |
| 30D | -17.2% | +3.7% | -20.9% | -15.6% |
| 3M | -32.0% | -9.6% | -22.4% | -33.6% |
| 6M | -15.8% | -32.4% | +16.6% | -25.4% |
| YTD | -1.9% | -28.7% | +26.8% | -10.4% |
| 1Y | +22.5% | -38.1% | +60.6% | +7.9% |
| 3Y | +100.5% | -80.1% | +180.7% | +17.1% |
| All | +180.5% | -83.6% | +264.1% | +54.6% |
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