-48.6%
NEXN vs SPY
+94.4%
-143.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +1.1% |
| 7D | -4.3% | -2.0% | -2.3% | -1.8% |
| 30D | -12.2% | -1.7% | -10.6% | -10.3% |
| 3M | +6.1% | +4.7% | +1.4% | -0.2% |
| 6M | +24.2% | +12.5% | +11.7% | +6.0% |
| YTD | +40.7% | +11.7% | +29.0% | +21.2% |
| 1Y | -3.8% | +17.5% | -21.2% | -22.3% |
| 3Y | +150.0% | +76.6% | +73.4% | +17.4% |
| 5Y | -56.0% | +82.0% | -138.1% | -80.1% |
| All | -48.6% | +94.4% | -143.0% | -80.5% |
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