-36.8%
NXDT vs SPY
+322.5%
-359.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.6% |
| 7D | -2.7% | -0.8% | -2.0% | -2.2% |
| 30D | +10.1% | -1.1% | +11.2% | +11.0% |
| 3M | +4.3% | +3.9% | +0.5% | +1.3% |
| 6M | +17.9% | +13.6% | +4.3% | +7.3% |
| YTD | +47.8% | +12.7% | +35.1% | +35.7% |
| 1Y | +59.8% | +17.5% | +42.3% | +42.2% |
| 3Y | -18.5% | +76.9% | -95.4% | -45.4% |
| 5Y | -43.1% | +83.6% | -126.7% | -63.2% |
| All | -36.8% | +322.5% | -359.2% | -75.6% |
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