-99.9%
SPXS vs NWSA
+123.2%
-223.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | -0.3% |
| 7D | -1.5% | -2.6% | +1.1% | -4.2% |
| 30D | +3.7% | +4.6% | -0.9% | +8.7% |
| 3M | -9.6% | +10.2% | -19.8% | -0.4% |
| 6M | -32.4% | +21.6% | -54.0% | -16.7% |
| YTD | -28.7% | +14.6% | -43.3% | -17.5% |
| 1Y | -38.1% | +0.4% | -38.4% | -37.6% |
| 3Y | -80.1% | +45.0% | -125.1% | -65.4% |
| 5Y | -85.9% | +41.3% | -127.2% | -69.0% |
| 10Y | -99.5% | +142.8% | -242.3% | -96.5% |
| All | -99.9% | +123.2% | -223.0% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling