-5.2%
NRXS vs SPY
+75.2%
-80.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.1% |
| 7D | -6.3% | -2.0% | -4.3% | -4.2% |
| 30D | -10.4% | -1.7% | -8.7% | -8.7% |
| 3M | -16.3% | +4.7% | -21.1% | -20.0% |
| 6M | -9.8% | +12.5% | -22.3% | -19.9% |
| YTD | +25.3% | +11.7% | +13.6% | +12.3% |
| 1Y | +133.2% | +17.5% | +115.7% | +99.8% |
| 3Y | +38.8% | +76.6% | -37.8% | -38.1% |
| All | -5.2% | +75.2% | -80.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling