-14.3%
NEXA vs SPY
+237.6%
-251.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.8% |
| 7D | -1.9% | +2.6% | -4.5% | -4.7% |
| 30D | -11.6% | -2.0% | -9.6% | -9.3% |
| 3M | -22.0% | -2.8% | -19.2% | -19.0% |
| 6M | -23.5% | +2.1% | -25.7% | -24.2% |
| YTD | +27.6% | +11.5% | +16.1% | +16.2% |
| 1Y | +77.9% | +13.5% | +64.4% | +59.1% |
| 3Y | +104.5% | +77.7% | +26.8% | +7.5% |
| 5Y | +32.3% | +72.6% | -40.3% | -28.1% |
| All | -14.3% | +237.6% | -251.9% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling