+180.5%
NEXN vs SPY
+78.7%
+101.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.4% | +13.2% | +13.2% |
| 7D | +13.8% | +3.3% | +10.5% | +9.9% |
| 30D | +12.7% | -2.7% | +15.4% | +15.8% |
| 3M | -4.9% | -1.7% | -3.2% | -3.4% |
| 6M | +37.4% | +3.1% | +34.3% | +32.0% |
| YTD | +56.1% | +11.9% | +44.2% | +36.3% |
| 1Y | +27.0% | +12.0% | +15.0% | +11.1% |
| All | +180.5% | +78.7% | +101.8% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling