+314.1%
NXST vs SPY
+318.9%
-4.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.8% |
| 7D | -4.3% | -2.0% | -2.3% | -2.0% |
| 30D | -7.0% | -1.7% | -5.3% | -5.1% |
| 3M | -1.0% | +4.7% | -5.7% | -6.6% |
| 6M | -29.2% | +12.5% | -41.7% | -39.0% |
| YTD | -14.0% | +11.7% | -25.7% | -25.3% |
| 1Y | -10.6% | +17.5% | -28.1% | -27.3% |
| 3Y | +43.0% | +76.6% | -33.6% | -31.3% |
| 5Y | +41.8% | +82.0% | -40.2% | -35.6% |
| All | +314.1% | +318.9% | -4.8% | -32.3% |
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 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