-38.9%
SPXS vs NTR
+43.1%
-82.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.3% |
| 7D | -0.1% | +8.1% | -8.2% | -0.4% |
| 30D | +0.8% | +18.8% | -17.9% | +0.1% |
| 3M | -4.7% | +16.2% | -20.9% | -5.1% |
| 6M | -29.6% | +9.8% | -39.4% | -29.1% |
| YTD | -29.8% | +30.9% | -60.7% | -27.2% |
| 1Y | -38.9% | +41.8% | -80.7% | -35.5% |
| All | -38.9% | +43.1% | -82.0% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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