-43.9%
NEXN vs SPY
+74.0%
-118.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.4% | +13.2% | +13.3% |
| 7D | +13.8% | +3.3% | +10.5% | +9.3% |
| 30D | +12.7% | -2.7% | +15.4% | +16.3% |
| 3M | -4.9% | -1.7% | -3.2% | -3.2% |
| 6M | +37.4% | +3.1% | +34.3% | +31.2% |
| YTD | +56.1% | +11.9% | +44.2% | +33.6% |
| 1Y | +27.0% | +12.0% | +15.0% | +8.8% |
| 3Y | +183.6% | +78.2% | +105.4% | +31.1% |
| 5Y | -43.9% | +73.2% | -117.2% | -72.4% |
| All | -43.9% | +74.0% | -118.0% | -72.4% |
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