-29.8%
SPXS vs NTRS
+42.7%
-72.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.1% | -8.0% | -2.6% |
| 7D | +2.2% | +3.6% | -1.4% | +5.0% |
| 30D | +3.8% | +4.3% | -0.5% | +7.4% |
| 3M | +3.3% | -1.9% | +5.3% | +2.7% |
| 6M | -16.7% | +11.4% | -28.1% | -8.1% |
| YTD | -28.5% | +32.3% | -60.8% | -4.0% |
| All | -29.8% | +42.7% | -72.5% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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