-91.7%
NXGL vs SPY
+75.5%
-167.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.3% |
| 7D | -8.2% | -0.8% | -7.4% | -7.6% |
| 30D | -29.2% | -1.1% | -28.1% | -28.5% |
| 3M | -50.7% | +3.9% | -54.5% | -52.2% |
| 6M | -64.6% | +13.6% | -78.2% | -68.2% |
| YTD | -81.9% | +12.7% | -94.6% | -83.7% |
| 1Y | -88.2% | +17.5% | -105.7% | -89.7% |
| 3Y | -87.1% | +76.9% | -164.0% | -91.7% |
| All | -91.7% | +75.5% | -167.3% | -93.8% |
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