-91.5%
NXGL vs SPY
+75.1%
-166.6%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +1.0% |
| 7D | -13.8% | -0.4% | -13.5% | -13.6% |
| 30D | -17.4% | -1.4% | -16.0% | -16.4% |
| 3M | -48.6% | +3.7% | -52.3% | -50.2% |
| 6M | -73.5% | +13.0% | -86.5% | -76.2% |
| YTD | -81.4% | +12.4% | -93.8% | -83.2% |
| 1Y | -87.2% | +18.5% | -105.8% | -88.9% |
| 3Y | -87.1% | +77.6% | -164.7% | -91.7% |
| All | -91.5% | +75.1% | -166.6% | -93.6% |
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 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