-56.5%
NXTC vs SPY
+75.5%
-132.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.6% | -8.8% | -8.9% |
| 7D | -6.8% | -2.0% | -4.8% | -5.3% |
| 30D | +8.6% | -1.7% | +10.3% | +10.3% |
| 3M | +227.8% | +4.7% | +223.1% | +220.9% |
| 6M | -42.5% | +12.5% | -55.0% | -45.8% |
| YTD | -48.5% | +11.7% | -60.2% | -51.3% |
| 1Y | +33.2% | +17.5% | +15.7% | +23.2% |
| All | -56.5% | +75.5% | -132.0% | -72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling