+8.5%
NX vs SPY
+81.0%
-72.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.1% |
| 7D | +15.4% | -0.4% | +15.8% | +15.8% |
| 30D | +3.8% | -1.4% | +5.1% | +5.5% |
| 3M | +31.9% | +3.7% | +28.1% | +26.9% |
| 6M | +28.5% | +13.0% | +15.5% | +13.1% |
| YTD | +43.4% | +12.4% | +31.0% | +27.2% |
| 1Y | +45.7% | +18.5% | +27.2% | +21.8% |
| 3Y | -17.6% | +77.6% | -95.2% | -55.1% |
| 5Y | +8.5% | +81.7% | -73.2% | -43.0% |
| All | +8.5% | +81.0% | -72.5% | -43.0% |
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