+1,749.0%
NXST vs SPY
+1,005.4%
+743.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | -3.5% | +0.1% | -3.6% | -3.7% |
| 30D | -6.0% | +0.1% | -6.1% | -6.1% |
| 3M | -1.3% | +2.0% | -3.3% | -3.9% |
| 6M | -26.6% | +13.0% | -39.6% | -36.8% |
| YTD | -10.5% | +13.5% | -24.0% | -23.5% |
| 1Y | -11.2% | +20.0% | -31.2% | -29.1% |
| 3Y | +40.8% | +77.2% | -36.4% | -29.9% |
| 5Y | +40.8% | +81.9% | -41.1% | -33.1% |
| 10Y | +327.7% | +314.1% | +13.7% | -18.5% |
| All | +1,749.0% | +1,005.4% | +743.6% | +27.5% |
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