-92.9%
NXL vs SPY
+109.0%
-201.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -2.1% |
| 7D | -4.7% | -0.8% | -4.0% | -3.8% |
| 30D | -54.9% | -1.1% | -53.8% | -54.4% |
| 3M | -66.0% | +3.9% | -69.9% | -68.0% |
| 6M | -62.4% | +13.6% | -76.0% | -68.3% |
| YTD | -71.2% | +12.7% | -83.9% | -75.6% |
| 1Y | -81.5% | +17.5% | -99.0% | -84.8% |
| 3Y | -59.8% | +76.9% | -136.7% | -74.9% |
| All | -92.9% | +109.0% | -201.9% | -96.2% |
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