-82.6%
NXDR vs SPY
+73.5%
-156.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +0.4% |
| 7D | +1.3% | -0.8% | +2.1% | +2.6% |
| 30D | -11.0% | -1.1% | -9.9% | -9.4% |
| 3M | +6.1% | +3.9% | +2.2% | -0.5% |
| 6M | +41.9% | +13.6% | +28.3% | +14.7% |
| YTD | +8.1% | +12.7% | -4.6% | -11.4% |
| 1Y | +10.7% | +17.5% | -6.8% | -14.9% |
| 3Y | +13.5% | +76.9% | -63.4% | -59.1% |
| All | -82.6% | +73.5% | -156.1% | -93.3% |
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 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