-91.0%
NXGL vs SPY
+76.9%
-167.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.2% |
| 7D | -9.9% | +0.1% | -10.1% | -10.0% |
| 30D | -22.9% | +0.1% | -22.9% | -22.8% |
| 3M | -46.0% | +2.0% | -48.0% | -46.9% |
| 6M | -69.5% | +13.0% | -82.5% | -72.6% |
| YTD | -80.3% | +13.5% | -93.9% | -82.3% |
| 1Y | -85.8% | +20.0% | -105.8% | -87.8% |
| 3Y | -87.4% | +77.2% | -164.6% | -91.9% |
| All | -91.0% | +76.9% | -167.9% | -93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling