-4.3%
NRXS vs SPY
+76.7%
-81.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | 0.0% |
| 7D | -3.7% | -0.8% | -2.9% | -2.9% |
| 30D | -8.5% | -1.1% | -7.4% | -7.4% |
| 3M | -16.7% | +3.9% | -20.6% | -19.7% |
| 6M | -11.0% | +13.6% | -24.6% | -21.7% |
| YTD | +26.4% | +12.7% | +13.8% | +12.2% |
| 1Y | +137.2% | +17.5% | +119.7% | +102.9% |
| 3Y | +10.4% | +76.9% | -66.5% | -50.7% |
| All | -4.3% | +76.7% | -81.0% | -57.7% |
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