+154.0%
NEXN vs SPY
+76.5%
+77.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -1.8% |
| 7D | -6.9% | -0.4% | -6.5% | -6.6% |
| 30D | -14.7% | -1.4% | -13.3% | -13.3% |
| 3M | +7.3% | +3.7% | +3.5% | +2.8% |
| 6M | +24.3% | +13.0% | +11.3% | +7.8% |
| YTD | +40.2% | +12.4% | +27.8% | +22.4% |
| 1Y | -7.6% | +18.5% | -26.1% | -24.0% |
| All | +154.0% | +76.5% | +77.5% | +38.8% |
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