-89.0%
NXGL vs SPY
+78.1%
-167.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.7% |
| 7D | +7.8% | +2.6% | +5.2% | +5.9% |
| 30D | -28.9% | -2.0% | -27.0% | -28.0% |
| 3M | -60.3% | -2.8% | -57.5% | -59.6% |
| 6M | -63.6% | +2.1% | -65.7% | -64.6% |
| YTD | -88.0% | +11.5% | -99.4% | -89.3% |
| 1Y | -89.8% | +13.5% | -103.3% | -91.1% |
| 3Y | -89.0% | +77.7% | -166.7% | -94.4% |
| All | -89.0% | +78.1% | -167.1% | -94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling