-30.4%
SPXS vs NWSA
+18.2%
-48.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.7% | -8.6% | -4.3% |
| 7D | +2.2% | +4.3% | -2.1% | +2.8% |
| 30D | +3.8% | +5.6% | -1.8% | +4.7% |
| 3M | +3.3% | +7.3% | -3.9% | +4.5% |
| 6M | -16.7% | +18.8% | -35.5% | -13.7% |
| YTD | -28.5% | +17.9% | -46.4% | -26.2% |
| 1Y | -30.4% | +19.3% | -49.8% | -27.6% |
| All | -30.4% | +18.2% | -48.7% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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