-46.6%
NEXN vs SPY
+97.6%
-144.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | -6.5% | +0.1% | -6.7% | -6.7% |
| 30D | -8.7% | +0.1% | -8.7% | -8.7% |
| 3M | +11.7% | +2.0% | +9.7% | +8.5% |
| 6M | +43.1% | +13.0% | +30.1% | +21.3% |
| YTD | +46.2% | +13.5% | +32.6% | +23.4% |
| 1Y | -1.8% | +20.0% | -21.8% | -22.8% |
| 3Y | +147.7% | +77.2% | +70.5% | +16.0% |
| 5Y | -56.5% | +81.9% | -138.4% | -80.3% |
| All | -46.6% | +97.6% | -144.2% | -80.2% |
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