+71.7%
NEXT vs SPY
+76.2%
-4.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.4% | -8.3% |
| 7D | -4.0% | -0.7% | -3.3% | -3.5% |
| 30D | -4.9% | -1.0% | -3.8% | -4.1% |
| 3M | -4.1% | -0.3% | -3.8% | -4.1% |
| 6M | -26.6% | +7.3% | -34.0% | -32.9% |
| YTD | +18.6% | +13.3% | +5.3% | +1.1% |
| 1Y | +4.6% | +14.8% | -10.2% | -12.2% |
| 3Y | +40.1% | +82.9% | -42.8% | -32.6% |
| 5Y | +71.7% | +75.6% | -3.9% | -13.3% |
| All | +71.7% | +76.2% | -4.5% | -13.3% |
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