+34.8%
NX vs SPY
+318.9%
-284.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -2.7% |
| 7D | +12.4% | -2.0% | +14.4% | +15.2% |
| 30D | -3.7% | -1.7% | -2.0% | -1.6% |
| 3M | +33.6% | +4.7% | +28.9% | +26.9% |
| 6M | +20.3% | +12.5% | +7.8% | +5.9% |
| YTD | +38.4% | +11.7% | +26.7% | +23.1% |
| 1Y | +41.5% | +17.5% | +24.0% | +18.5% |
| 3Y | -20.5% | +76.6% | -97.0% | -58.7% |
| 5Y | +5.9% | +82.0% | -76.2% | -47.0% |
| All | +34.8% | +318.9% | -284.1% | -77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling