+170.4%
NXT vs SPY
+92.4%
+78.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.0% |
| 7D | -0.2% | -0.4% | +0.1% | +0.3% |
| 30D | -20.0% | -1.4% | -18.6% | -18.3% |
| 3M | -30.9% | +3.7% | -34.6% | -33.5% |
| 6M | -23.8% | +13.0% | -36.8% | -33.3% |
| YTD | -5.4% | +12.4% | -17.8% | -16.4% |
| 1Y | +28.0% | +18.5% | +9.5% | +7.7% |
| 3Y | +93.3% | +77.6% | +15.7% | -9.6% |
| All | +170.4% | +92.4% | +78.0% | +14.8% |
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