-96.5%
NXTC vs SPY
+198.9%
-295.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.5% | +8.2% | +8.2% |
| 7D | +23.8% | +0.5% | +23.3% | +23.2% |
| 30D | +44.2% | -0.9% | +45.1% | +45.8% |
| 3M | +201.8% | +3.9% | +197.9% | +193.8% |
| 6M | -32.0% | +14.5% | -46.6% | -39.2% |
| YTD | -40.7% | +12.9% | -53.6% | -46.4% |
| 1Y | +71.1% | +19.4% | +51.8% | +47.9% |
| 3Y | -50.9% | +78.5% | -129.4% | -71.6% |
| 5Y | -90.4% | +81.8% | -172.1% | -94.5% |
| All | -96.5% | +198.9% | -295.3% | -98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling