+212.0%
NXT vs SPYG
+115.4%
+96.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.5% |
| 7D | -9.4% | +2.3% | -11.8% | -11.7% |
| 30D | +15.1% | -6.5% | +21.6% | +23.8% |
| 3M | -9.1% | -6.8% | -2.3% | -1.4% |
| 6M | -30.3% | -3.1% | -27.2% | -26.4% |
| YTD | +9.1% | +8.0% | +1.1% | +4.6% |
| 1Y | +7.9% | +10.2% | -2.3% | +1.8% |
| 3Y | +176.5% | +91.0% | +85.5% | +39.9% |
| All | +212.0% | +115.4% | +96.6% | +36.9% |
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