+230.2%
NXT vs SPY
+92.2%
+138.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -1.1% |
| 7D | -5.7% | -0.9% | -4.8% | -4.4% |
| 30D | +18.5% | -2.4% | +20.9% | +23.0% |
| 3M | -4.1% | -1.2% | -2.9% | -1.8% |
| 6M | -20.3% | +3.3% | -23.6% | -22.0% |
| YTD | +15.5% | +12.3% | +3.2% | +2.9% |
| 1Y | -5.0% | +12.4% | -17.4% | -15.1% |
| 3Y | +191.6% | +78.8% | +112.8% | +36.1% |
| All | +230.2% | +92.2% | +138.0% | +41.3% |
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