-27.0%
NEXT vs SPY
+313.4%
-340.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | -0.1% | +0.1% | -0.2% | -0.3% |
| 30D | +14.3% | +0.1% | +14.3% | +14.1% |
| 3M | -15.2% | +2.0% | -17.2% | -18.3% |
| 6M | +23.8% | +13.0% | +10.8% | +3.1% |
| YTD | +39.3% | +13.5% | +25.7% | +15.6% |
| 1Y | -29.8% | +20.0% | -49.8% | -45.9% |
| 3Y | +17.3% | +77.2% | -59.9% | -45.0% |
| 5Y | +121.8% | +81.9% | +39.9% | +1.4% |
| All | -27.0% | +313.4% | -340.4% | -83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling