-85.9%
SPXS vs NWSA
+39.0%
-125.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +1.1% |
| 7D | +6.4% | -4.8% | +11.1% | +1.2% |
| 30D | +6.0% | +3.0% | +3.0% | +9.4% |
| 3M | -11.6% | +9.3% | -20.9% | -3.5% |
| 6M | -28.7% | +23.2% | -51.9% | -10.4% |
| YTD | -26.3% | +13.3% | -39.6% | -15.9% |
| 1Y | -34.9% | +2.9% | -37.8% | -33.4% |
| 3Y | -79.5% | +43.3% | -122.8% | -63.6% |
| 5Y | -85.9% | +40.9% | -126.8% | -65.6% |
| All | -85.9% | +39.0% | -125.0% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling