-97.3%
NXTC vs SPY
+195.1%
-292.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.1% |
| 7D | +20.1% | +2.6% | +17.5% | +17.5% |
| 30D | -2.7% | -2.0% | -0.8% | 0.0% |
| 3M | -22.7% | -2.8% | -19.9% | -19.9% |
| 6M | -34.7% | +2.1% | -36.8% | -35.0% |
| YTD | -54.9% | +11.5% | -66.4% | -58.5% |
| 1Y | -34.4% | +13.5% | -47.9% | -40.3% |
| 3Y | -52.4% | +77.7% | -130.1% | -72.1% |
| 5Y | -91.7% | +72.6% | -164.3% | -95.0% |
| All | -97.3% | +195.1% | -292.4% | -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 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