-94.5%
NXGL vs SPY
+73.7%
-168.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.6% |
| 7D | +7.8% | +2.6% | +5.2% | +6.0% |
| 30D | -28.9% | -2.0% | -27.0% | -28.1% |
| 3M | -60.3% | -2.8% | -57.5% | -59.7% |
| 6M | -63.6% | +2.1% | -65.7% | -64.5% |
| YTD | -88.0% | +11.5% | -99.4% | -89.1% |
| 1Y | -89.8% | +13.5% | -103.3% | -90.9% |
| 3Y | -89.0% | +77.7% | -166.7% | -92.9% |
| All | -94.5% | +73.7% | -168.2% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling