-99.5%
SPXS vs NWSA
+149.4%
-248.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.2% |
| 7D | +2.5% | -2.8% | +5.3% | -0.5% |
| 30D | +4.2% | +3.0% | +1.2% | +7.7% |
| 3M | -9.3% | +12.3% | -21.6% | +2.4% |
| 6M | -30.7% | +21.9% | -52.6% | -13.9% |
| YTD | -28.1% | +13.6% | -41.6% | -17.4% |
| 1Y | -35.1% | +0.5% | -35.5% | -34.6% |
| 3Y | -79.6% | +43.8% | -123.3% | -64.3% |
| 5Y | -86.3% | +41.2% | -127.4% | -69.2% |
| All | -99.5% | +149.4% | -248.9% | -96.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling