+177.4%
NXT vs SPYG
+128.0%
+49.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -1.1% | +0.4% | -1.5% | -1.5% |
| 30D | -15.3% | -0.4% | -14.9% | -14.8% |
| 3M | -43.8% | +0.5% | -44.3% | -43.4% |
| 6M | -18.7% | +17.5% | -36.1% | -28.8% |
| YTD | -3.0% | +14.3% | -17.3% | -12.9% |
| 1Y | +22.7% | +21.7% | +1.0% | +5.6% |
| 3Y | +95.9% | +98.6% | -2.7% | -5.3% |
| All | +177.4% | +128.0% | +49.4% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling