+75.7%
NXRT vs SPY
+336.1%
-260.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | -4.7% | +2.6% | -7.3% | -7.1% |
| 30D | -15.3% | -2.0% | -13.3% | -14.0% |
| 3M | -36.3% | -2.8% | -33.5% | -34.8% |
| 6M | -44.6% | +2.1% | -46.7% | -46.1% |
| YTD | -45.2% | +11.5% | -56.7% | -51.0% |
| 1Y | -46.4% | +13.5% | -59.9% | -52.9% |
| 3Y | -35.4% | +77.7% | -113.1% | -63.4% |
| 5Y | -74.5% | +72.6% | -147.1% | -85.2% |
| 10Y | +22.0% | +308.2% | -286.1% | -66.0% |
| All | +75.7% | +336.1% | -260.4% | -54.1% |
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