+167.1%
NXT vs SPYG
+124.2%
+42.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.4% |
| 7D | -2.6% | -1.8% | -0.8% | -0.7% |
| 30D | -22.4% | -1.9% | -20.5% | -20.7% |
| 3M | -27.3% | +5.2% | -32.5% | -30.2% |
| 6M | -28.5% | +15.6% | -44.0% | -36.4% |
| YTD | -6.6% | +12.4% | -19.0% | -14.6% |
| 1Y | +20.4% | +17.5% | +2.9% | +6.9% |
| 3Y | +90.9% | +98.1% | -7.2% | -7.6% |
| All | +167.1% | +124.2% | +42.9% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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