-85.8%
NXGL vs SPY
+20.8%
-106.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.3% |
| 7D | -9.9% | +0.1% | -10.1% | -10.0% |
| 30D | -22.9% | +0.1% | -22.9% | -22.7% |
| 3M | -46.0% | +2.0% | -48.0% | -46.2% |
| 6M | -69.5% | +13.0% | -82.5% | -73.3% |
| YTD | -80.3% | +13.5% | -93.9% | -82.8% |
| 1Y | -85.8% | +20.0% | -105.8% | -89.7% |
| All | -85.8% | +20.8% | -106.6% | -89.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling