+0.7%
NEXA vs SPY
+238.3%
-237.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.6% | -7.2% | -7.1% |
| 7D | -5.1% | -2.0% | -3.1% | -2.9% |
| 30D | -9.1% | -1.7% | -7.4% | -7.3% |
| 3M | +9.6% | +4.7% | +4.9% | +4.6% |
| 6M | +13.2% | +12.5% | +0.7% | +1.2% |
| YTD | +50.0% | +11.7% | +38.3% | +35.6% |
| 1Y | +174.9% | +17.5% | +157.4% | +136.0% |
| 3Y | +119.0% | +76.6% | +42.4% | +15.1% |
| 5Y | +81.5% | +82.0% | -0.5% | -7.8% |
| All | +0.7% | +238.3% | -237.6% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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