+5.8%
NEXA vs SPY
+243.8%
-238.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | +3.4% | +0.1% | +3.3% | +3.3% |
| 30D | -1.8% | +0.1% | -1.8% | -1.8% |
| 3M | -7.4% | +2.0% | -9.3% | -8.6% |
| 6M | +11.6% | +13.0% | -1.4% | -0.7% |
| YTD | +57.5% | +13.5% | +44.0% | +39.8% |
| 1Y | +186.9% | +20.0% | +166.9% | +140.6% |
| 3Y | +122.8% | +77.2% | +45.6% | +16.7% |
| 5Y | +87.1% | +81.9% | +5.3% | -4.7% |
| All | +5.8% | +243.8% | -238.0% | -74.3% |
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