-100.0%
NEXR vs SPY
+90.2%
-190.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.0% | -0.4% | -23.6% | -23.8% |
| 7D | -29.0% | +2.6% | -31.6% | -30.1% |
| 30D | -69.3% | -2.0% | -67.4% | -68.8% |
| 3M | -89.1% | -2.8% | -86.3% | -88.9% |
| 6M | -98.2% | +2.1% | -100.4% | -98.2% |
| YTD | -99.8% | +11.5% | -111.3% | -99.8% |
| 1Y | -99.9% | +13.5% | -113.4% | -99.9% |
| 3Y | -100.0% | +77.7% | -177.7% | -100.0% |
| All | -100.0% | +90.2% | -190.2% | -100.0% |
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