+44.1%
NXST vs SPY
+74.0%
-29.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | +9.6% | +3.3% | +6.3% | +6.7% |
| 30D | +28.3% | -2.7% | +31.0% | +31.0% |
| 3M | +12.4% | -1.7% | +14.1% | +13.8% |
| 6M | +6.4% | +3.1% | +3.4% | +3.1% |
| YTD | +4.2% | +11.9% | -7.6% | -6.3% |
| 1Y | +12.5% | +12.0% | +0.6% | +1.1% |
| 3Y | +57.1% | +78.2% | -21.1% | -8.9% |
| 5Y | +44.1% | +73.2% | -29.1% | -15.7% |
| All | +44.1% | +74.0% | -29.9% | -15.7% |
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