+47.8%
NEXT vs SPY
+82.6%
-34.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.4% | -7.8% |
| 7D | -4.0% | -0.7% | -3.3% | -3.6% |
| 30D | -4.9% | -1.0% | -3.8% | -4.2% |
| 3M | -4.1% | -0.3% | -3.8% | -4.0% |
| 6M | -26.6% | +7.3% | -34.0% | -31.5% |
| YTD | +18.6% | +13.3% | +5.3% | +4.8% |
| 1Y | +4.6% | +14.8% | -10.2% | -8.9% |
| All | +47.8% | +82.6% | -34.8% | -35.4% |
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 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