-96.6%
NEXM vs SPY
+72.1%
-168.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +3.0% |
| 7D | -11.8% | +2.6% | -14.4% | -13.6% |
| 30D | -31.7% | -2.0% | -29.7% | -30.3% |
| 3M | -47.9% | -2.8% | -45.1% | -46.6% |
| 6M | -65.3% | +2.1% | -67.5% | -65.7% |
| YTD | -71.4% | +11.5% | -82.8% | -73.4% |
| 1Y | -70.2% | +13.5% | -83.7% | -72.6% |
| 3Y | -95.1% | +77.7% | -172.8% | -96.6% |
| All | -96.6% | +72.1% | -168.7% | -97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling