-52.4%
NXTC vs SPY
+78.1%
-130.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.0% |
| 7D | +20.1% | +2.6% | +17.5% | +17.7% |
| 30D | -2.7% | -2.0% | -0.8% | -0.4% |
| 3M | -22.7% | -2.8% | -19.9% | -20.4% |
| 6M | -34.7% | +2.1% | -36.8% | -34.5% |
| YTD | -54.9% | +11.5% | -66.4% | -56.8% |
| 1Y | -34.4% | +13.5% | -47.9% | -37.7% |
| 3Y | -52.4% | +77.7% | -130.1% | -66.9% |
| All | -52.4% | +78.1% | -130.5% | -66.9% |
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