-99.0%
SPXS vs NTR
+97.9%
-196.9%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.7% |
| 7D | +2.5% | -1.3% | +3.8% | +1.5% |
| 30D | +4.2% | +16.8% | -12.6% | +16.9% |
| 3M | -9.3% | +20.7% | -30.1% | +4.2% |
| 6M | -30.7% | +0.5% | -31.2% | -31.0% |
| YTD | -28.1% | +29.2% | -57.2% | -12.2% |
| 1Y | -35.1% | +39.6% | -74.7% | -14.8% |
| 3Y | -79.6% | +37.9% | -117.5% | -71.6% |
| 5Y | -86.3% | +47.1% | -133.3% | -73.7% |
| All | -99.0% | +97.9% | -196.9% | -94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling