-97.1%
NXTC vs SPY
+198.2%
-295.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -5.0% |
| 7D | -10.5% | -0.8% | -9.7% | -9.9% |
| 30D | -14.3% | -1.1% | -13.3% | -13.3% |
| 3M | +213.9% | +3.9% | +210.0% | +205.5% |
| 6M | -48.5% | +13.6% | -62.1% | -53.6% |
| YTD | -50.7% | +12.7% | -63.3% | -55.4% |
| 1Y | +28.7% | +17.5% | +11.2% | +12.7% |
| 3Y | -58.3% | +76.9% | -135.2% | -75.6% |
| 5Y | -91.9% | +83.6% | -175.5% | -95.5% |
| All | -97.1% | +198.2% | -295.3% | -99.0% |
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