+56.0%
NEXT vs SPY
+67.0%
-11.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.4% | -2.0% | -2.1% |
| 7D | -19.4% | -4.7% | -14.7% | -15.6% |
| 30D | -14.3% | -5.9% | -8.4% | -9.2% |
| 3M | -8.9% | -4.5% | -4.3% | -4.8% |
| 6M | -25.9% | +1.8% | -27.6% | -28.4% |
| YTD | +11.0% | +8.3% | +2.7% | -1.0% |
| 1Y | -2.7% | +9.3% | -12.0% | -14.2% |
| 3Y | +31.2% | +74.9% | -43.7% | -34.0% |
| 5Y | +56.0% | +67.3% | -11.3% | -17.2% |
| All | +56.0% | +67.0% | -11.0% | -17.2% |
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 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