+352.6%
NXST vs SPY
+307.0%
+45.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.3% |
| 7D | +10.4% | +2.6% | +7.8% | +7.2% |
| 30D | +30.9% | -2.0% | +32.9% | +33.5% |
| 3M | +12.3% | -2.8% | +15.1% | +15.6% |
| 6M | +9.2% | +2.1% | +7.0% | +5.5% |
| YTD | +6.2% | +11.5% | -5.3% | -8.0% |
| 1Y | +17.4% | +13.5% | +4.0% | -0.6% |
| 3Y | +63.0% | +77.7% | -14.7% | -22.9% |
| 5Y | +46.8% | +72.6% | -25.8% | -28.4% |
| All | +352.6% | +307.0% | +45.6% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling