-97.1%
NEXM vs SPY
+884.1%
-981.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.4% |
| 7D | -1.1% | +0.5% | -1.6% | -1.6% |
| 30D | +0.4% | -0.9% | +1.4% | +1.4% |
| 3M | -10.0% | +3.9% | -13.8% | -13.7% |
| 6M | -30.9% | +14.5% | -45.4% | -39.7% |
| YTD | -39.9% | +12.9% | -52.8% | -46.8% |
| 1Y | -58.0% | +19.4% | -77.3% | -64.8% |
| 3Y | -87.3% | +78.5% | -165.8% | -93.1% |
| 5Y | -88.5% | +81.8% | -170.3% | -94.1% |
| 10Y | -96.3% | +311.5% | -407.8% | -99.5% |
| All | -97.1% | +884.1% | -981.2% | -100.0% |
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 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