+2,053.8%
NXST vs SPY
+989.4%
+1,064.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | +9.6% | +3.3% | +6.3% | +5.6% |
| 30D | +28.3% | -2.7% | +31.0% | +31.9% |
| 3M | +12.4% | -1.7% | +14.1% | +14.2% |
| 6M | +6.4% | +3.1% | +3.4% | +1.9% |
| YTD | +4.2% | +11.9% | -7.6% | -9.7% |
| 1Y | +12.5% | +12.0% | +0.6% | -2.8% |
| 3Y | +57.1% | +78.2% | -21.1% | -22.9% |
| 5Y | +44.1% | +73.2% | -29.1% | -27.7% |
| 10Y | +358.3% | +309.6% | +48.7% | -11.9% |
| All | +2,053.8% | +989.4% | +1,064.4% | +50.4% |
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